ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 123-290 123-260 -0-030 -0.1% 123-235
High 123-305 123-270 -0-035 -0.1% 124-025
Low 123-250 123-192 -0-058 -0.1% 123-182
Close 123-260 123-210 -0-050 -0.1% 124-000
Range 0-055 0-078 0-023 41.8% 0-163
ATR 0-076 0-076 0-000 0.2% 0-000
Volume 509,072 640,235 131,163 25.8% 2,959,635
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-138 124-092 123-253
R3 124-060 124-014 123-231
R2 123-302 123-302 123-224
R1 123-256 123-256 123-217 123-240
PP 123-224 123-224 123-224 123-216
S1 123-178 123-178 123-203 123-162
S2 123-146 123-146 123-196
S3 123-068 123-100 123-189
S4 122-310 123-022 123-167
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
5 124-025 123-192 0-153 0.4% 0-066 0.2% 12% False True 519,303
10 124-025 123-182 0-163 0.4% 0-081 0.2% 17% False False 640,915
20 124-107 123-162 0-265 0.7% 0-080 0.2% 18% False False 625,933
40 124-147 123-162 0-305 0.8% 0-074 0.2% 16% False False 537,686
60 124-265 123-162 1-103 1.1% 0-067 0.2% 11% False False 487,571
80 124-265 123-160 1-105 1.1% 0-060 0.2% 12% False False 366,301
100 124-265 123-160 1-105 1.1% 0-049 0.1% 12% False False 293,043
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 0-021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-282
2.618 124-154
1.618 124-076
1.000 124-028
0.618 123-318
HIGH 123-270
0.618 123-240
0.500 123-231
0.382 123-222
LOW 123-192
0.618 123-144
1.000 123-114
1.618 123-066
2.618 122-308
4.250 122-180
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 123-231 123-258
PP 123-224 123-242
S1 123-217 123-226

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

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