ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 123-307 124-002 0-015 0.0% 123-257
High 124-012 124-117 0-105 0.3% 124-020
Low 123-285 123-295 0-010 0.0% 123-217
Close 124-010 124-087 0-077 0.2% 124-010
Range 0-047 0-142 0-095 202.1% 0-123
ATR 0-072 0-077 0-005 6.9% 0-000
Volume 869,369 1,598,205 728,836 83.8% 2,900,053
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-166 125-108 124-165
R3 125-024 124-286 124-126
R2 124-202 124-202 124-113
R1 124-144 124-144 124-100 124-173
PP 124-060 124-060 124-060 124-074
S1 124-002 124-002 124-074 124-031
S2 123-238 123-238 124-061
S3 123-096 123-180 124-048
S4 122-274 123-038 124-009
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-025 124-300 124-078
R3 124-222 124-177 124-044
R2 124-099 124-099 124-033
R1 124-054 124-054 124-021 124-076
PP 123-296 123-296 123-296 123-307
S1 123-251 123-251 123-319 123-274
S2 123-173 123-173 123-307
S3 123-050 123-128 123-296
S4 122-247 123-005 123-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-117 123-217 0-220 0.6% 0-076 0.2% 86% True False 899,651
10 124-117 123-192 0-245 0.6% 0-072 0.2% 88% True False 724,950
20 124-117 123-162 0-275 0.7% 0-079 0.2% 89% True False 726,613
40 124-147 123-162 0-305 0.8% 0-077 0.2% 80% False False 610,148
60 124-265 123-162 1-103 1.1% 0-070 0.2% 58% False False 562,583
80 124-265 123-162 1-103 1.1% 0-064 0.2% 58% False False 438,251
100 124-265 123-160 1-105 1.1% 0-055 0.1% 58% False False 350,616
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 0-017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 126-080
2.618 125-169
1.618 125-027
1.000 124-259
0.618 124-205
HIGH 124-117
0.618 124-063
0.500 124-046
0.382 124-029
LOW 123-295
0.618 123-207
1.000 123-153
1.618 123-065
2.618 122-243
4.250 122-012
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 124-073 124-068
PP 124-060 124-048
S1 124-046 124-028

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

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