ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 123-307 123-312 0-005 0.0% 123-235
High 124-025 124-025 0-000 0.0% 124-025
Low 123-270 123-272 0-002 0.0% 123-182
Close 124-002 124-000 -0-002 0.0% 124-000
Range 0-075 0-073 -0-002 -2.7% 0-163
ATR 0-081 0-080 -0-001 -0.7% 0-000
Volume 649,928 454,542 -195,386 -30.1% 2,959,635
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-211 124-179 124-040
R3 124-138 124-106 124-020
R2 124-065 124-065 124-013
R1 124-033 124-033 124-007 124-049
PP 123-312 123-312 123-312 124-000
S1 123-280 123-280 123-313 123-296
S2 123-239 123-239 123-307
S3 123-166 123-207 123-300
S4 123-093 123-134 123-280
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-131 125-069 124-090
R3 124-288 124-226 124-045
R2 124-125 124-125 124-030
R1 124-063 124-063 124-015 124-094
PP 123-282 123-282 123-282 123-298
S1 123-220 123-220 123-305 123-251
S2 123-119 123-119 123-290
S3 122-276 123-057 123-275
S4 122-113 122-214 123-230
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% 0-087 0.2% 85% True False 591,927
10 124-025 123-162 0-183 0.5% 0-085 0.2% 86% True False 728,276
20 124-107 123-162 0-265 0.7% 0-080 0.2% 60% False False 623,395
40 124-220 123-162 1-058 1.0% 0-075 0.2% 42% False False 545,662
60 124-265 123-162 1-103 1.1% 0-065 0.2% 37% False False 463,144
80 124-265 123-160 1-105 1.1% 0-059 0.1% 38% False False 347,651
100 124-265 123-160 1-105 1.1% 0-048 0.1% 38% False False 278,124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-015
2.618 124-216
1.618 124-143
1.000 124-098
0.618 124-070
HIGH 124-025
0.618 123-317
0.500 123-308
0.382 123-300
LOW 123-272
0.618 123-227
1.000 123-199
1.618 123-154
2.618 123-081
4.250 122-282
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 123-316 123-312
PP 123-312 123-305
S1 123-308 123-298

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

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