ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 123-137 123-142 0-005 0.0% 123-130
High 123-152 123-225 0-073 0.2% 123-225
Low 123-087 123-120 0-033 0.1% 123-085
Close 123-137 123-207 0-070 0.2% 123-207
Range 0-065 0-105 0-040 61.5% 0-140
ATR 0-065 0-067 0-003 4.5% 0-000
Volume 598,403 553,639 -44,764 -7.5% 2,521,272
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-179 124-138 123-265
R3 124-074 124-033 123-236
R2 123-289 123-289 123-226
R1 123-248 123-248 123-217 123-268
PP 123-184 123-184 123-184 123-194
S1 123-143 123-143 123-197 123-164
S2 123-079 123-079 123-188
S3 122-294 123-038 123-178
S4 122-189 122-253 123-149
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-272 124-220 123-284
R3 124-132 124-080 123-246
R2 123-312 123-312 123-233
R1 123-260 123-260 123-220 123-286
PP 123-172 123-172 123-172 123-186
S1 123-120 123-120 123-194 123-146
S2 123-032 123-032 123-181
S3 122-212 122-300 123-168
S4 122-072 122-160 123-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-225 123-085 0-140 0.4% 0-069 0.2% 87% True False 504,254
10 124-055 123-060 0-315 0.8% 0-073 0.2% 47% False False 534,451
20 124-055 123-060 0-315 0.8% 0-070 0.2% 47% False False 499,834
40 124-055 123-020 1-035 0.9% 0-060 0.2% 53% False False 252,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-031
2.618 124-180
1.618 124-075
1.000 124-010
0.618 123-290
HIGH 123-225
0.618 123-185
0.500 123-172
0.382 123-160
LOW 123-120
0.618 123-055
1.000 123-015
1.618 122-270
2.618 122-165
4.250 121-314
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 123-196 123-190
PP 123-184 123-173
S1 123-172 123-156

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

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