ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 124-100 124-127 0-027 0.1% 124-002
High 124-142 124-167 0-025 0.1% 124-167
Low 124-095 124-117 0-022 0.1% 123-295
Close 124-120 124-145 0-025 0.1% 124-145
Range 0-047 0-050 0-003 6.4% 0-192
ATR 0-072 0-071 -0-002 -2.2% 0-000
Volume 279,533 136,774 -142,759 -51.1% 4,875,157
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-293 124-269 124-172
R3 124-243 124-219 124-159
R2 124-193 124-193 124-154
R1 124-169 124-169 124-150 124-181
PP 124-143 124-143 124-143 124-149
S1 124-119 124-119 124-140 124-131
S2 124-093 124-093 124-136
S3 124-043 124-069 124-131
S4 123-313 124-019 124-118
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-032 125-280 124-251
R3 125-160 125-088 124-198
R2 124-288 124-288 124-180
R1 124-216 124-216 124-163 124-252
PP 124-096 124-096 124-096 124-114
S1 124-024 124-024 124-127 124-060
S2 123-224 123-224 124-110
S3 123-032 123-152 124-092
S4 122-160 122-280 124-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-167 123-295 0-192 0.5% 0-069 0.2% 89% True False 975,031
10 124-167 123-217 0-270 0.7% 0-066 0.2% 92% True False 829,065
20 124-167 123-182 0-305 0.8% 0-075 0.2% 93% True False 730,521
40 124-167 123-162 1-005 0.8% 0-074 0.2% 93% True False 657,923
60 124-265 123-162 1-103 1.1% 0-070 0.2% 72% False False 576,178
80 124-265 123-162 1-103 1.1% 0-064 0.2% 72% False False 479,199
100 124-265 123-160 1-105 1.1% 0-057 0.1% 72% False False 383,385
120 124-265 123-160 1-105 1.1% 0-048 0.1% 72% False False 319,491
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-060
2.618 124-298
1.618 124-248
1.000 124-217
0.618 124-198
HIGH 124-167
0.618 124-148
0.500 124-142
0.382 124-136
LOW 124-117
0.618 124-086
1.000 124-067
1.618 124-036
2.618 123-306
4.250 123-224
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 124-144 124-140
PP 124-143 124-136
S1 124-142 124-131

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

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