ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 123-252 123-292 0-040 0.1% 123-130
High 123-317 123-312 -0-005 0.0% 123-225
Low 123-232 123-237 0-005 0.0% 123-085
Close 123-290 123-277 -0-013 0.0% 123-207
Range 0-085 0-075 -0-010 -11.8% 0-140
ATR 0-072 0-072 0-000 0.3% 0-000
Volume 741,259 640,031 -101,228 -13.7% 2,521,272
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-180 124-144 123-318
R3 124-105 124-069 123-298
R2 124-030 124-030 123-291
R1 123-314 123-314 123-284 123-294
PP 123-275 123-275 123-275 123-266
S1 123-239 123-239 123-270 123-220
S2 123-200 123-200 123-263
S3 123-125 123-164 123-256
S4 123-050 123-089 123-236
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
5 123-317 123-087 0-230 0.6% 0-082 0.2% 83% False False 622,943
10 123-317 123-060 0-257 0.6% 0-080 0.2% 84% False False 599,771
20 124-055 123-060 0-315 0.8% 0-073 0.2% 69% False False 595,961
40 124-055 123-020 1-035 0.9% 0-064 0.2% 72% False False 301,746
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-311
2.618 124-188
1.618 124-113
1.000 124-067
0.618 124-038
HIGH 123-312
0.618 123-283
0.500 123-274
0.382 123-266
LOW 123-237
0.618 123-191
1.000 123-162
1.618 123-116
2.618 123-041
4.250 122-238
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 123-276 123-276
PP 123-275 123-275
S1 123-274 123-274

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

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