ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 123-287 123-277 -0-010 0.0% 124-157
High 123-310 123-292 -0-018 0.0% 124-172
Low 123-260 123-237 -0-023 -0.1% 123-210
Close 123-282 123-280 -0-002 0.0% 123-255
Range 0-050 0-055 0-005 10.0% 0-282
ATR 0-065 0-064 -0-001 -1.1% 0-000
Volume 21,204 5,763 -15,441 -72.8% 269,879
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-115 124-092 123-310
R3 124-060 124-037 123-295
R2 124-005 124-005 123-290
R1 123-302 123-302 123-285 123-314
PP 123-270 123-270 123-270 123-275
S1 123-247 123-247 123-275 123-258
S2 123-215 123-215 123-270
S3 123-160 123-192 123-265
S4 123-105 123-137 123-250
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
5 124-000 123-210 0-110 0.3% 0-059 0.1% 64% False False 14,202
10 124-172 123-210 0-282 0.7% 0-057 0.1% 25% False False 45,055
20 124-172 123-195 0-297 0.7% 0-064 0.2% 29% False False 467,409
40 124-172 123-162 1-010 0.8% 0-072 0.2% 36% False False 546,671
60 124-172 123-162 1-010 0.8% 0-071 0.2% 36% False False 514,260
80 124-265 123-162 1-103 1.1% 0-066 0.2% 28% False False 482,531
100 124-265 123-160 1-105 1.1% 0-061 0.2% 28% False False 386,523
120 124-265 123-160 1-105 1.1% 0-052 0.1% 28% False False 322,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-206
2.618 124-116
1.618 124-061
1.000 124-027
0.618 124-006
HIGH 123-292
0.618 123-271
0.500 123-264
0.382 123-258
LOW 123-237
0.618 123-203
1.000 123-182
1.618 123-148
2.618 123-093
4.250 123-003
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 123-275 123-278
PP 123-270 123-276
S1 123-264 123-274

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

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