ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 123-270 123-250 -0-020 -0.1% 124-157
High 123-280 123-295 0-015 0.0% 124-172
Low 123-250 123-247 -0-003 0.0% 123-210
Close 123-257 123-290 0-033 0.1% 123-255
Range 0-030 0-048 0-018 60.0% 0-282
ATR 0-068 0-066 -0-001 -2.1% 0-000
Volume 8,543 8,394 -149 -1.7% 269,879
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-101 124-084 123-316
R3 124-053 124-036 123-303
R2 124-005 124-005 123-299
R1 123-308 123-308 123-294 123-316
PP 123-277 123-277 123-277 123-282
S1 123-260 123-260 123-286 123-268
S2 123-229 123-229 123-281
S3 123-181 123-212 123-277
S4 123-133 123-164 123-264
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
5 124-105 123-210 0-215 0.5% 0-065 0.2% 37% False False 21,980
10 124-172 123-210 0-282 0.7% 0-057 0.1% 28% False False 179,975
20 124-172 123-192 0-300 0.8% 0-065 0.2% 33% False False 523,526
40 124-172 123-162 1-010 0.8% 0-072 0.2% 39% False False 567,939
60 124-207 123-162 1-045 0.9% 0-071 0.2% 35% False False 533,635
80 124-265 123-162 1-103 1.1% 0-066 0.2% 30% False False 482,522
100 124-265 123-160 1-105 1.1% 0-060 0.2% 31% False False 386,253
120 124-265 123-160 1-105 1.1% 0-051 0.1% 31% False False 321,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-179
2.618 124-101
1.618 124-053
1.000 124-023
0.618 124-005
HIGH 123-295
0.618 123-277
0.500 123-271
0.382 123-265
LOW 123-247
0.618 123-217
1.000 123-199
1.618 123-169
2.618 123-121
4.250 123-043
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 123-284 123-282
PP 123-277 123-273
S1 123-271 123-265

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

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