ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 123-257 123-235 -0-022 -0.1% 123-317
High 123-285 123-277 -0-008 0.0% 124-005
Low 123-232 123-217 -0-015 0.0% 123-192
Close 123-240 123-265 0-025 0.1% 123-262
Range 0-053 0-060 0-007 13.2% 0-133
ATR 0-075 0-074 -0-001 -1.4% 0-000
Volume 460,263 743,889 283,626 61.6% 2,751,243
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-113 124-089 123-298
R3 124-053 124-029 123-282
R2 123-313 123-313 123-276
R1 123-289 123-289 123-270 123-301
PP 123-253 123-253 123-253 123-259
S1 123-229 123-229 123-260 123-241
S2 123-193 123-193 123-254
S3 123-133 123-169 123-248
S4 123-073 123-109 123-232
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-019 124-273 124-015
R3 124-206 124-140 123-299
R2 124-073 124-073 123-286
R1 124-007 124-007 123-274 123-294
PP 123-260 123-260 123-260 123-243
S1 123-194 123-194 123-250 123-160
S2 123-127 123-127 123-238
S3 122-314 123-061 123-225
S4 122-181 122-248 123-189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 123-192 0-108 0.3% 0-070 0.2% 68% False False 620,716
10 124-025 123-192 0-153 0.4% 0-067 0.2% 48% False False 568,165
20 124-102 123-162 0-260 0.7% 0-079 0.2% 40% False False 652,768
40 124-147 123-162 0-305 0.8% 0-074 0.2% 34% False False 542,835
60 124-265 123-162 1-103 1.1% 0-068 0.2% 24% False False 525,594
80 124-265 123-160 1-105 1.1% 0-063 0.2% 25% False False 397,089
100 124-265 123-160 1-105 1.1% 0-052 0.1% 25% False False 317,676
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-212
2.618 124-114
1.618 124-054
1.000 124-017
0.618 123-314
HIGH 123-277
0.618 123-254
0.500 123-247
0.382 123-240
LOW 123-217
0.618 123-180
1.000 123-157
1.618 123-120
2.618 123-060
4.250 122-282
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 123-259 123-263
PP 123-253 123-261
S1 123-247 123-258

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

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