ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 123-232 123-225 -0-007 0.0% 123-232
High 123-280 124-015 0-055 0.1% 124-015
Low 123-217 123-200 -0-017 0.0% 123-162
Close 123-235 123-245 0-010 0.0% 123-245
Range 0-063 0-135 0-072 114.3% 0-173
ATR 0-073 0-078 0-004 6.0% 0-000
Volume 833,134 1,124,339 291,205 35.0% 4,323,132
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-025 124-270 123-319
R3 124-210 124-135 123-282
R2 124-075 124-075 123-270
R1 124-000 124-000 123-257 124-038
PP 123-260 123-260 123-260 123-279
S1 123-185 123-185 123-233 123-222
S2 123-125 123-125 123-220
S3 122-310 123-050 123-208
S4 122-175 122-235 123-171
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-126 125-039 124-020
R3 124-273 124-186 123-293
R2 124-100 124-100 123-277
R1 124-013 124-013 123-261 124-056
PP 123-247 123-247 123-247 123-269
S1 123-160 123-160 123-229 123-204
S2 123-074 123-074 123-213
S3 122-221 122-307 123-197
S4 122-048 122-134 123-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-015 123-162 0-173 0.4% 0-084 0.2% 48% True False 864,626
10 124-102 123-162 0-260 0.7% 0-084 0.2% 32% False False 699,959
20 124-107 123-162 0-265 0.7% 0-073 0.2% 31% False False 607,807
40 124-265 123-162 1-103 1.1% 0-070 0.2% 20% False False 518,705
60 124-265 123-162 1-103 1.1% 0-062 0.2% 20% False False 414,160
80 124-265 123-160 1-105 1.1% 0-054 0.1% 20% False False 310,656
100 124-265 123-160 1-105 1.1% 0-044 0.1% 20% False False 248,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-269
2.618 125-048
1.618 124-233
1.000 124-150
0.618 124-098
HIGH 124-015
0.618 123-283
0.500 123-268
0.382 123-252
LOW 123-200
0.618 123-117
1.000 123-065
1.618 122-302
2.618 122-167
4.250 121-266
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 123-268 123-251
PP 123-260 123-249
S1 123-252 123-247

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

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