ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 124-157 124-132 -0-025 -0.1% 124-002
High 124-172 124-132 -0-040 -0.1% 124-167
Low 124-120 124-090 -0-030 -0.1% 123-295
Close 124-125 124-102 -0-023 -0.1% 124-145
Range 0-052 0-042 -0-010 -19.2% 0-192
ATR 0-069 0-067 -0-002 -2.8% 0-000
Volume 95,529 81,383 -14,146 -14.8% 4,875,157
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-234 124-210 124-125
R3 124-192 124-168 124-114
R2 124-150 124-150 124-110
R1 124-126 124-126 124-106 124-117
PP 124-108 124-108 124-108 124-104
S1 124-084 124-084 124-098 124-075
S2 124-066 124-066 124-094
S3 124-024 124-042 124-090
S4 123-302 124-000 124-079
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
5 124-172 124-090 0-082 0.2% 0-048 0.1% 15% False True 337,969
10 124-172 123-217 0-275 0.7% 0-063 0.2% 75% False False 749,185
20 124-172 123-192 0-300 0.8% 0-065 0.2% 77% False False 648,540
40 124-172 123-162 1-010 0.8% 0-071 0.2% 79% False False 627,443
60 124-265 123-162 1-103 1.1% 0-070 0.2% 61% False False 566,189
80 124-265 123-162 1-103 1.1% 0-064 0.2% 61% False False 481,370
100 124-265 123-160 1-105 1.1% 0-058 0.1% 62% False False 385,154
120 124-265 123-160 1-105 1.1% 0-048 0.1% 62% False False 320,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 124-310
2.618 124-242
1.618 124-200
1.000 124-174
0.618 124-158
HIGH 124-132
0.618 124-116
0.500 124-111
0.382 124-106
LOW 124-090
0.618 124-064
1.000 124-048
1.618 124-022
2.618 123-300
4.250 123-232
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 124-111 124-131
PP 124-108 124-121
S1 124-105 124-112

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

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