ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 123-225 123-235 0-010 0.0% 123-232
High 124-015 124-010 -0-005 0.0% 124-015
Low 123-200 123-182 -0-018 0.0% 123-162
Close 123-245 123-295 0-050 0.1% 123-245
Range 0-135 0-148 0-013 9.6% 0-173
ATR 0-078 0-083 0-005 6.5% 0-000
Volume 1,124,339 692,185 -432,154 -38.4% 4,323,132
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-073 125-012 124-056
R3 124-245 124-184 124-016
R2 124-097 124-097 124-002
R1 124-036 124-036 123-309 124-066
PP 123-269 123-269 123-269 123-284
S1 123-208 123-208 123-281 123-238
S2 123-121 123-121 123-268
S3 122-293 123-060 123-254
S4 122-145 122-232 123-214
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
5 124-015 123-167 0-168 0.4% 0-096 0.2% 76% False False 850,240
10 124-102 123-162 0-260 0.7% 0-090 0.2% 51% False False 731,542
20 124-107 123-162 0-265 0.7% 0-077 0.2% 50% False False 606,346
40 124-265 123-162 1-103 1.1% 0-073 0.2% 31% False False 525,013
60 124-265 123-162 1-103 1.1% 0-064 0.2% 31% False False 425,647
80 124-265 123-160 1-105 1.1% 0-056 0.1% 32% False False 319,308
100 124-265 123-160 1-105 1.1% 0-045 0.1% 32% False False 255,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 125-319
2.618 125-077
1.618 124-249
1.000 124-158
0.618 124-101
HIGH 124-010
0.618 123-273
0.500 123-256
0.382 123-239
LOW 123-182
0.618 123-091
1.000 123-034
1.618 122-263
2.618 122-115
4.250 121-193
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 123-282 123-283
PP 123-269 123-271
S1 123-256 123-258

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

View Archives - Comment on this page... - Back to Index of Symbols