ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 123-307 123-270 -0-037 -0.1% 124-157
High 124-000 123-280 -0-040 -0.1% 124-172
Low 123-210 123-250 0-040 0.1% 123-210
Close 123-255 123-257 0-002 0.0% 123-255
Range 0-110 0-030 -0-080 -72.7% 0-282
ATR 0-071 0-068 -0-003 -4.1% 0-000
Volume 27,106 8,543 -18,563 -68.5% 269,879
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-032 124-015 123-274
R3 124-002 123-305 123-265
R2 123-292 123-292 123-262
R1 123-275 123-275 123-260 123-268
PP 123-262 123-262 123-262 123-259
S1 123-245 123-245 123-254 123-238
S2 123-232 123-232 123-252
S3 123-202 123-215 123-249
S4 123-172 123-185 123-240
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-205 126-032 124-090
R3 125-243 125-070 124-013
R2 124-281 124-281 123-307
R1 124-108 124-108 123-281 124-054
PP 123-319 123-319 123-319 123-292
S1 123-146 123-146 123-229 123-092
S2 123-037 123-037 123-203
S3 122-075 122-184 123-177
S4 121-113 121-222 123-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-132 123-210 0-242 0.6% 0-064 0.2% 19% False False 36,578
10 124-172 123-210 0-282 0.7% 0-058 0.1% 17% False False 355,537
20 124-172 123-192 0-300 0.8% 0-065 0.2% 22% False False 540,243
40 124-172 123-162 1-010 0.8% 0-072 0.2% 29% False False 581,819
60 124-220 123-162 1-058 1.0% 0-072 0.2% 25% False False 543,856
80 124-265 123-162 1-103 1.1% 0-065 0.2% 22% False False 482,419
100 124-265 123-160 1-105 1.1% 0-060 0.2% 23% False False 386,169
120 124-265 123-160 1-105 1.1% 0-051 0.1% 23% False False 321,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 124-088
2.618 124-039
1.618 124-009
1.000 123-310
0.618 123-299
HIGH 123-280
0.618 123-269
0.500 123-265
0.382 123-261
LOW 123-250
0.618 123-231
1.000 123-220
1.618 123-201
2.618 123-171
4.250 123-122
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 123-265 123-301
PP 123-262 123-286
S1 123-260 123-272

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

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