ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 124-132 124-095 -0-037 -0.1% 124-002
High 124-132 124-105 -0-027 -0.1% 124-167
Low 124-090 124-055 -0-035 -0.1% 123-295
Close 124-102 124-062 -0-040 -0.1% 124-145
Range 0-042 0-050 0-008 19.0% 0-192
ATR 0-067 0-066 -0-001 -1.8% 0-000
Volume 81,383 43,887 -37,496 -46.1% 4,875,157
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-224 124-193 124-090
R3 124-174 124-143 124-076
R2 124-124 124-124 124-071
R1 124-093 124-093 124-067 124-084
PP 124-074 124-074 124-074 124-069
S1 124-043 124-043 124-057 124-034
S2 124-024 124-024 124-053
S3 123-294 123-313 124-048
S4 123-244 123-263 124-034
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
5 124-172 124-055 0-117 0.3% 0-048 0.1% 6% False True 127,421
10 124-172 123-260 0-232 0.6% 0-062 0.2% 53% False False 679,185
20 124-172 123-192 0-300 0.8% 0-064 0.2% 63% False False 623,675
40 124-172 123-162 1-010 0.8% 0-071 0.2% 67% False False 619,521
60 124-265 123-162 1-103 1.1% 0-071 0.2% 52% False False 561,080
80 124-265 123-162 1-103 1.1% 0-064 0.2% 52% False False 481,917
100 124-265 123-160 1-105 1.1% 0-058 0.1% 52% False False 385,593
120 124-265 123-160 1-105 1.1% 0-049 0.1% 52% False False 321,331
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-318
2.618 124-236
1.618 124-186
1.000 124-155
0.618 124-136
HIGH 124-105
0.618 124-086
0.500 124-080
0.382 124-074
LOW 124-055
0.618 124-024
1.000 124-005
1.618 123-294
2.618 123-244
4.250 123-162
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 124-080 124-114
PP 124-074 124-096
S1 124-068 124-079

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

View Archives - Comment on this page... - Back to Index of Symbols