ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 124-102 124-100 -0-002 0.0% 123-257
High 124-145 124-142 -0-003 0.0% 124-020
Low 124-095 124-095 0-000 0.0% 123-217
Close 124-102 124-120 0-018 0.0% 124-010
Range 0-050 0-047 -0-003 -6.0% 0-123
ATR 0-074 0-072 -0-002 -2.6% 0-000
Volume 1,096,628 279,533 -817,095 -74.5% 2,900,053
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-260 124-237 124-146
R3 124-213 124-190 124-133
R2 124-166 124-166 124-129
R1 124-143 124-143 124-124 124-154
PP 124-119 124-119 124-119 124-125
S1 124-096 124-096 124-116 124-108
S2 124-072 124-072 124-111
S3 124-025 124-049 124-107
S4 123-298 124-002 124-094
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
5 124-145 123-285 0-180 0.5% 0-069 0.2% 86% False False 1,121,550
10 124-145 123-195 0-270 0.7% 0-070 0.2% 91% False False 889,763
20 124-145 123-182 0-283 0.7% 0-075 0.2% 91% False False 765,339
40 124-145 123-162 0-303 0.8% 0-074 0.2% 92% False False 666,358
60 124-265 123-162 1-103 1.1% 0-070 0.2% 66% False False 580,467
80 124-265 123-162 1-103 1.1% 0-064 0.2% 66% False False 477,495
100 124-265 123-160 1-105 1.1% 0-056 0.1% 66% False False 382,018
120 124-265 123-160 1-105 1.1% 0-047 0.1% 66% False False 318,352
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-022
2.618 124-265
1.618 124-218
1.000 124-189
0.618 124-171
HIGH 124-142
0.618 124-124
0.500 124-118
0.382 124-113
LOW 124-095
0.618 124-066
1.000 124-048
1.618 124-019
2.618 123-292
4.250 123-215
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 124-120 124-118
PP 124-119 124-117
S1 124-118 124-115

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

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