ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 123-260 123-202 -0-058 -0.1% 123-235
High 123-270 123-282 0-012 0.0% 124-025
Low 123-192 123-195 0-003 0.0% 123-182
Close 123-210 123-277 0-067 0.2% 124-000
Range 0-078 0-087 0-009 11.5% 0-163
ATR 0-076 0-077 0-001 1.0% 0-000
Volume 640,235 743,748 103,513 16.2% 2,959,635
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-192 124-162 124-005
R3 124-105 124-075 123-301
R2 124-018 124-018 123-293
R1 123-308 123-308 123-285 124-003
PP 123-251 123-251 123-251 123-259
S1 123-221 123-221 123-269 123-236
S2 123-164 123-164 123-261
S3 123-077 123-134 123-253
S4 122-310 123-047 123-229
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% 0-068 0.2% 56% False False 538,067
10 124-025 123-182 0-163 0.4% 0-084 0.2% 58% False False 631,977
20 124-105 123-162 0-263 0.7% 0-083 0.2% 44% False False 643,021
40 124-147 123-162 0-305 0.8% 0-075 0.2% 38% False False 545,009
60 124-265 123-162 1-103 1.1% 0-067 0.2% 27% False False 499,678
80 124-265 123-160 1-105 1.1% 0-061 0.2% 28% False False 375,598
100 124-265 123-160 1-105 1.1% 0-050 0.1% 28% False False 300,481
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 0-020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-012
2.618 124-190
1.618 124-103
1.000 124-049
0.618 124-016
HIGH 123-282
0.618 123-249
0.500 123-238
0.382 123-228
LOW 123-195
0.618 123-141
1.000 123-108
1.618 123-054
2.618 122-287
4.250 122-145
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 123-264 123-268
PP 123-251 123-258
S1 123-238 123-248

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

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