ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 124-005 123-292 -0-033 -0.1% 123-180
High 124-015 123-300 -0-035 -0.1% 124-042
Low 123-282 123-242 -0-040 -0.1% 123-152
Close 123-297 123-250 -0-047 -0.1% 124-025
Range 0-053 0-058 0-005 9.4% 0-210
ATR 0-059 0-059 0-000 -0.1% 0-000
Volume 437,034 466,294 29,260 6.7% 4,192,051
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-118 124-082 123-282
R3 124-060 124-024 123-266
R2 124-002 124-002 123-261
R1 123-286 123-286 123-255 123-275
PP 123-264 123-264 123-264 123-258
S1 123-228 123-228 123-245 123-217
S2 123-206 123-206 123-239
S3 123-148 123-170 123-234
S4 123-090 123-112 123-218
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
5 124-055 123-242 0-133 0.3% 0-053 0.1% 6% False True 544,035
10 124-055 123-110 0-265 0.7% 0-065 0.2% 53% False False 592,151
20 124-055 123-040 1-015 0.8% 0-061 0.2% 63% False False 301,425
40 124-055 123-020 1-035 0.9% 0-047 0.1% 65% False False 151,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-226
2.618 124-132
1.618 124-074
1.000 124-038
0.618 124-016
HIGH 123-300
0.618 123-278
0.500 123-271
0.382 123-264
LOW 123-242
0.618 123-206
1.000 123-184
1.618 123-148
2.618 123-090
4.250 122-316
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 123-271 123-308
PP 123-264 123-289
S1 123-257 123-270

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

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