ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 123-262 123-307 0-045 0.1% 123-232
High 123-315 124-025 0-030 0.1% 124-015
Low 123-250 123-270 0-020 0.1% 123-162
Close 123-305 124-002 0-017 0.0% 123-245
Range 0-065 0-075 0-010 15.4% 0-173
ATR 0-081 0-081 0-000 -0.5% 0-000
Volume 621,793 649,928 28,135 4.5% 4,323,132
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-217 124-185 124-043
R3 124-142 124-110 124-023
R2 124-067 124-067 124-016
R1 124-035 124-035 124-009 124-051
PP 123-312 123-312 123-312 124-000
S1 123-280 123-280 123-315 123-296
S2 123-237 123-237 123-308
S3 123-162 123-205 123-301
S4 123-087 123-130 123-281
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
5 124-025 123-182 0-163 0.4% 0-099 0.2% 86% True False 725,886
10 124-050 123-162 0-208 0.5% 0-092 0.2% 77% False False 767,500
20 124-107 123-162 0-265 0.7% 0-079 0.2% 60% False False 629,239
40 124-235 123-162 1-073 1.0% 0-074 0.2% 41% False False 543,146
60 124-265 123-162 1-103 1.1% 0-065 0.2% 38% False False 455,751
80 124-265 123-160 1-105 1.1% 0-058 0.1% 38% False False 341,969
100 124-265 123-160 1-105 1.1% 0-047 0.1% 38% False False 273,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-024
2.618 124-221
1.618 124-146
1.000 124-100
0.618 124-071
HIGH 124-025
0.618 123-316
0.500 123-308
0.382 123-299
LOW 123-270
0.618 123-224
1.000 123-195
1.618 123-149
2.618 123-074
4.250 122-271
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 123-317 123-312
PP 123-312 123-301
S1 123-308 123-291

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

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