ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 123-142 123-240 0-098 0.2% 123-130
High 123-225 123-317 0-092 0.2% 123-225
Low 123-120 123-235 0-115 0.3% 123-085
Close 123-207 123-245 0-038 0.1% 123-207
Range 0-105 0-082 -0-023 -21.9% 0-140
ATR 0-067 0-070 0-003 4.5% 0-000
Volume 553,639 581,387 27,748 5.0% 2,521,272
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-192 124-140 123-290
R3 124-110 124-058 123-268
R2 124-028 124-028 123-260
R1 123-296 123-296 123-253 124-002
PP 123-266 123-266 123-266 123-278
S1 123-214 123-214 123-237 123-240
S2 123-184 123-184 123-230
S3 123-102 123-132 123-222
S4 123-020 123-050 123-200
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
5 123-317 123-085 0-232 0.6% 0-077 0.2% 69% True False 549,012
10 124-015 123-060 0-275 0.7% 0-076 0.2% 67% False False 551,975
20 124-055 123-060 0-315 0.8% 0-071 0.2% 59% False False 528,388
40 124-055 123-020 1-035 0.9% 0-061 0.2% 63% False False 267,223
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-026
2.618 124-212
1.618 124-130
1.000 124-079
0.618 124-048
HIGH 123-317
0.618 123-286
0.500 123-276
0.382 123-266
LOW 123-235
0.618 123-184
1.000 123-153
1.618 123-102
2.618 123-020
4.250 122-206
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 123-276 123-231
PP 123-266 123-216
S1 123-255 123-202

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

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