ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 123-277 123-272 -0-005 0.0% 123-270
High 123-292 124-040 0-068 0.2% 124-040
Low 123-237 123-262 0-025 0.1% 123-237
Close 123-280 124-022 0-062 0.2% 124-022
Range 0-055 0-098 0-043 78.2% 0-123
ATR 0-064 0-067 0-002 3.7% 0-000
Volume 5,763 15,742 9,979 173.2% 59,646
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-295 124-257 124-076
R3 124-197 124-159 124-049
R2 124-099 124-099 124-040
R1 124-061 124-061 124-031 124-080
PP 124-001 124-001 124-001 124-011
S1 123-283 123-283 124-013 123-302
S2 123-223 123-223 124-004
S3 123-125 123-185 123-315
S4 123-027 123-087 123-288
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 125-042 124-315 124-090
R3 124-239 124-192 124-056
R2 124-116 124-116 124-045
R1 124-069 124-069 124-033 124-092
PP 123-313 123-313 123-313 124-005
S1 123-266 123-266 124-011 123-290
S2 123-190 123-190 123-319
S3 123-067 123-143 123-308
S4 122-264 123-020 123-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 123-237 0-123 0.3% 0-056 0.1% 85% True False 11,929
10 124-172 123-210 0-282 0.7% 0-062 0.2% 47% False False 32,952
20 124-172 123-210 0-282 0.7% 0-064 0.2% 47% False False 431,009
40 124-172 123-162 1-010 0.8% 0-073 0.2% 55% False False 537,015
60 124-172 123-162 1-010 0.8% 0-071 0.2% 55% False False 507,009
80 124-265 123-162 1-103 1.1% 0-066 0.2% 43% False False 482,510
100 124-265 123-160 1-105 1.1% 0-061 0.2% 43% False False 386,680
120 124-265 123-160 1-105 1.1% 0-053 0.1% 43% False False 322,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-136
2.618 124-297
1.618 124-199
1.000 124-138
0.618 124-101
HIGH 124-040
0.618 124-003
0.500 123-311
0.382 123-299
LOW 123-262
0.618 123-201
1.000 123-164
1.618 123-103
2.618 123-005
4.250 122-166
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 124-012 124-008
PP 124-001 123-313
S1 123-311 123-298

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

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