ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 124-107 124-102 -0-005 0.0% 123-257
High 124-142 124-145 0-003 0.0% 124-020
Low 124-085 124-095 0-010 0.0% 123-217
Close 124-105 124-102 -0-003 0.0% 124-010
Range 0-057 0-050 -0-007 -12.3% 0-123
ATR 0-076 0-074 -0-002 -2.4% 0-000
Volume 1,764,017 1,096,628 -667,389 -37.8% 2,900,053
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-264 124-233 124-130
R3 124-214 124-183 124-116
R2 124-164 124-164 124-111
R1 124-133 124-133 124-107 124-127
PP 124-114 124-114 124-114 124-111
S1 124-083 124-083 124-097 124-077
S2 124-064 124-064 124-093
S3 124-014 124-033 124-088
S4 123-284 123-303 124-074
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
5 124-145 123-260 0-205 0.5% 0-075 0.2% 79% True False 1,230,950
10 124-145 123-192 0-273 0.7% 0-073 0.2% 84% True False 925,833
20 124-145 123-167 0-298 0.7% 0-077 0.2% 86% True False 794,596
40 124-147 123-162 0-305 0.8% 0-075 0.2% 85% False False 665,721
60 124-265 123-162 1-103 1.1% 0-070 0.2% 61% False False 583,281
80 124-265 123-162 1-103 1.1% 0-063 0.2% 61% False False 474,008
100 124-265 123-160 1-105 1.1% 0-056 0.1% 62% False False 379,223
120 124-265 123-160 1-105 1.1% 0-047 0.1% 62% False False 316,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-038
2.618 124-276
1.618 124-226
1.000 124-195
0.618 124-176
HIGH 124-145
0.618 124-126
0.500 124-120
0.382 124-114
LOW 124-095
0.618 124-064
1.000 124-045
1.618 124-014
2.618 123-284
4.250 123-202
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 124-120 124-088
PP 124-114 124-074
S1 124-108 124-060

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

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