ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 123-317 123-290 -0-027 -0.1% 123-235
High 124-005 123-305 -0-020 -0.1% 124-025
Low 123-277 123-250 -0-027 -0.1% 123-182
Close 123-302 123-260 -0-042 -0.1% 124-000
Range 0-048 0-055 0-007 14.6% 0-163
ATR 0-078 0-076 -0-002 -2.1% 0-000
Volume 342,741 509,072 166,331 48.5% 2,959,635
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-117 124-083 123-290
R3 124-062 124-028 123-275
R2 124-007 124-007 123-270
R1 123-293 123-293 123-265 123-282
PP 123-272 123-272 123-272 123-266
S1 123-238 123-238 123-255 123-228
S2 123-217 123-217 123-250
S3 123-162 123-183 123-245
S4 123-107 123-128 123-230
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
5 124-025 123-250 0-095 0.2% 0-063 0.2% 11% False True 515,615
10 124-025 123-167 0-178 0.4% 0-082 0.2% 52% False False 663,359
20 124-107 123-162 0-265 0.7% 0-079 0.2% 37% False False 617,293
40 124-147 123-162 0-305 0.8% 0-074 0.2% 32% False False 533,426
60 124-265 123-162 1-103 1.1% 0-066 0.2% 23% False False 476,981
80 124-265 123-160 1-105 1.1% 0-060 0.2% 24% False False 358,298
100 124-265 123-160 1-105 1.1% 0-049 0.1% 24% False False 286,641
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-219
2.618 124-129
1.618 124-074
1.000 124-040
0.618 124-019
HIGH 123-305
0.618 123-284
0.500 123-278
0.382 123-271
LOW 123-250
0.618 123-216
1.000 123-195
1.618 123-161
2.618 123-106
4.250 123-016
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 123-278 123-298
PP 123-272 123-285
S1 123-266 123-272

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

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