ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 123-292 123-247 -0-045 -0.1% 123-130
High 123-312 123-290 -0-022 -0.1% 123-225
Low 123-237 123-245 0-008 0.0% 123-085
Close 123-277 123-262 -0-015 0.0% 123-207
Range 0-075 0-045 -0-030 -40.0% 0-140
ATR 0-072 0-070 -0-002 -2.7% 0-000
Volume 640,031 542,752 -97,279 -15.2% 2,521,272
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-081 124-056 123-287
R3 124-036 124-011 123-274
R2 123-311 123-311 123-270
R1 123-286 123-286 123-266 123-298
PP 123-266 123-266 123-266 123-272
S1 123-241 123-241 123-258 123-254
S2 123-221 123-221 123-254
S3 123-176 123-196 123-250
S4 123-131 123-151 123-237
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
5 123-317 123-120 0-197 0.5% 0-078 0.2% 72% False False 611,813
10 123-317 123-060 0-257 0.6% 0-075 0.2% 79% False False 593,397
20 124-055 123-060 0-315 0.8% 0-071 0.2% 64% False False 619,609
40 124-055 123-020 1-035 0.9% 0-065 0.2% 68% False False 315,306
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-161
2.618 124-088
1.618 124-043
1.000 124-015
0.618 123-318
HIGH 123-290
0.618 123-273
0.500 123-268
0.382 123-262
LOW 123-245
0.618 123-217
1.000 123-200
1.618 123-172
2.618 123-127
4.250 123-054
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 123-268 123-274
PP 123-266 123-270
S1 123-264 123-266

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

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