ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 124-037 124-005 -0-032 -0.1% 123-180
High 124-055 124-015 -0-040 -0.1% 124-042
Low 124-000 123-282 -0-038 -0.1% 123-152
Close 124-002 123-297 -0-025 -0.1% 124-025
Range 0-055 0-053 -0-002 -3.6% 0-210
ATR 0-060 0-059 0-000 -0.8% 0-000
Volume 406,146 437,034 30,888 7.6% 4,192,051
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-144 124-113 124-006
R3 124-091 124-060 123-312
R2 124-038 124-038 123-307
R1 124-007 124-007 123-302 123-316
PP 123-305 123-305 123-305 123-299
S1 123-274 123-274 123-292 123-263
S2 123-252 123-252 123-287
S3 123-199 123-221 123-282
S4 123-146 123-168 123-268
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 125-276 125-201 124-140
R3 125-066 124-311 124-083
R2 124-176 124-176 124-064
R1 124-101 124-101 124-044 124-138
PP 123-286 123-286 123-286 123-305
S1 123-211 123-211 124-006 123-248
S2 123-076 123-076 123-306
S3 122-186 123-001 123-287
S4 121-296 122-111 123-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-055 123-282 0-093 0.2% 0-052 0.1% 16% False True 622,515
10 124-055 123-060 0-315 0.8% 0-066 0.2% 75% False False 547,366
20 124-055 123-040 1-015 0.8% 0-060 0.2% 77% False False 278,251
40 124-055 123-020 1-035 0.9% 0-046 0.1% 78% False False 140,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-240
2.618 124-154
1.618 124-101
1.000 124-068
0.618 124-048
HIGH 124-015
0.618 123-315
0.500 123-308
0.382 123-302
LOW 123-282
0.618 123-249
1.000 123-229
1.618 123-196
2.618 123-143
4.250 123-057
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 123-308 124-008
PP 123-305 123-318
S1 123-301 123-308

These figures are updated between 7pm and 10pm EST after a trading day.

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