ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 123-252 123-170 -0-082 -0.2% 124-037
High 123-267 123-177 -0-090 -0.2% 124-055
Low 123-165 123-060 -0-105 -0.3% 123-060
Close 123-172 123-107 -0-065 -0.2% 123-107
Range 0-102 0-117 0-015 14.7% 0-315
ATR 0-062 0-066 0-004 6.3% 0-000
Volume 606,490 907,275 300,785 49.6% 2,823,239
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-146 124-083 123-171
R3 124-029 123-286 123-139
R2 123-232 123-232 123-128
R1 123-169 123-169 123-118 123-142
PP 123-115 123-115 123-115 123-101
S1 123-052 123-052 123-096 123-025
S2 122-318 122-318 123-086
S3 122-201 122-255 123-075
S4 122-084 122-138 123-043
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-166 125-291 123-280
R3 125-171 124-296 123-194
R2 124-176 124-176 123-165
R1 123-301 123-301 123-136 123-241
PP 123-181 123-181 123-181 123-150
S1 122-306 122-306 123-078 122-246
S2 122-186 122-186 123-049
S3 121-191 121-311 123-020
S4 120-196 120-316 122-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-055 123-060 0-315 0.8% 0-077 0.2% 15% False True 564,647
10 124-055 123-060 0-315 0.8% 0-074 0.2% 15% False True 701,529
20 124-055 123-040 1-015 0.8% 0-066 0.2% 20% False False 376,015
40 124-055 123-020 1-035 0.9% 0-052 0.1% 25% False False 189,733
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 9 trading days
Fibonacci Retracements and Extensions
4.250 125-034
2.618 124-163
1.618 124-046
1.000 123-294
0.618 123-249
HIGH 123-177
0.618 123-132
0.500 123-118
0.382 123-105
LOW 123-060
0.618 122-308
1.000 122-263
1.618 122-191
2.618 122-074
4.250 121-203
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 123-118 123-180
PP 123-115 123-156
S1 123-111 123-131

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

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