ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 123-170 123-130 -0-040 -0.1% 124-037
High 123-177 123-132 -0-045 -0.1% 124-055
Low 123-060 123-090 0-030 0.1% 123-060
Close 123-107 123-107 0-000 0.0% 123-107
Range 0-117 0-042 -0-075 -64.1% 0-315
ATR 0-066 0-064 -0-002 -2.6% 0-000
Volume 907,275 357,597 -549,678 -60.6% 2,823,239
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 123-236 123-213 123-130
R3 123-194 123-171 123-119
R2 123-152 123-152 123-115
R1 123-129 123-129 123-111 123-120
PP 123-110 123-110 123-110 123-105
S1 123-087 123-087 123-103 123-078
S2 123-068 123-068 123-099
S3 123-026 123-045 123-095
S4 122-304 123-003 123-084
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
5 124-015 123-060 0-275 0.7% 0-074 0.2% 17% False False 554,938
10 124-055 123-060 0-315 0.8% 0-063 0.2% 15% False False 658,455
20 124-055 123-040 1-015 0.8% 0-065 0.2% 20% False False 393,354
40 124-055 123-020 1-035 0.9% 0-053 0.1% 25% False False 198,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 123-310
2.618 123-242
1.618 123-200
1.000 123-174
0.618 123-158
HIGH 123-132
0.618 123-116
0.500 123-111
0.382 123-106
LOW 123-090
0.618 123-064
1.000 123-048
1.618 123-022
2.618 122-300
4.250 122-232
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 123-111 123-164
PP 123-110 123-145
S1 123-108 123-126

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

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