ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 123-110 123-145 0-035 0.1% 124-037
High 123-155 123-172 0-017 0.0% 124-055
Low 123-085 123-110 0-025 0.1% 123-060
Close 123-147 123-137 -0-010 0.0% 123-107
Range 0-070 0-062 -0-008 -11.4% 0-315
ATR 0-065 0-065 0-000 -0.3% 0-000
Volume 436,738 574,895 138,157 31.6% 2,823,239
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-006 123-293 123-171
R3 123-264 123-231 123-154
R2 123-202 123-202 123-148
R1 123-169 123-169 123-143 123-154
PP 123-140 123-140 123-140 123-132
S1 123-107 123-107 123-131 123-092
S2 123-078 123-078 123-126
S3 123-016 123-045 123-120
S4 122-274 122-303 123-103
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
5 123-267 123-060 0-207 0.5% 0-079 0.2% 37% False False 576,599
10 124-055 123-060 0-315 0.8% 0-066 0.2% 24% False False 560,317
20 124-055 123-040 1-015 0.8% 0-068 0.2% 29% False False 443,422
40 124-055 123-020 1-035 0.9% 0-056 0.1% 33% False False 223,943
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-116
2.618 124-014
1.618 123-272
1.000 123-234
0.618 123-210
HIGH 123-172
0.618 123-148
0.500 123-141
0.382 123-134
LOW 123-110
0.618 123-072
1.000 123-048
1.618 123-010
2.618 122-268
4.250 122-166
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 123-141 123-134
PP 123-140 123-131
S1 123-138 123-128

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

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