ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 123-250 123-287 0-037 0.1% 124-157
High 123-295 123-310 0-015 0.0% 124-172
Low 123-247 123-260 0-013 0.0% 123-210
Close 123-290 123-282 -0-008 0.0% 123-255
Range 0-048 0-050 0-002 4.2% 0-282
ATR 0-066 0-065 -0-001 -1.8% 0-000
Volume 8,394 21,204 12,810 152.6% 269,879
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-114 124-088 123-310
R3 124-064 124-038 123-296
R2 124-014 124-014 123-291
R1 123-308 123-308 123-287 123-296
PP 123-284 123-284 123-284 123-278
S1 123-258 123-258 123-277 123-246
S2 123-234 123-234 123-273
S3 123-184 123-208 123-268
S4 123-134 123-158 123-254
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
5 124-072 123-210 0-182 0.5% 0-065 0.2% 40% False False 17,444
10 124-172 123-210 0-282 0.7% 0-057 0.1% 26% False False 72,432
20 124-172 123-192 0-300 0.8% 0-065 0.2% 30% False False 499,133
40 124-172 123-162 1-010 0.8% 0-072 0.2% 36% False False 558,213
60 124-172 123-162 1-010 0.8% 0-071 0.2% 36% False False 521,995
80 124-265 123-162 1-103 1.1% 0-066 0.2% 28% False False 482,519
100 124-265 123-160 1-105 1.1% 0-061 0.2% 29% False False 386,465
120 124-265 123-160 1-105 1.1% 0-051 0.1% 29% False False 322,056
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 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-202
2.618 124-121
1.618 124-071
1.000 124-040
0.618 124-021
HIGH 123-310
0.618 123-291
0.500 123-285
0.382 123-279
LOW 123-260
0.618 123-229
1.000 123-210
1.618 123-179
2.618 123-129
4.250 123-048
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 123-285 123-281
PP 123-284 123-280
S1 123-283 123-278

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

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