ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 123-272 124-087 0-135 0.3% 123-270
High 124-040 124-095 0-055 0.1% 124-040
Low 123-262 124-050 0-108 0.3% 123-237
Close 124-022 124-057 0-035 0.1% 124-022
Range 0-098 0-045 -0-053 -54.1% 0-123
ATR 0-067 0-067 0-000 0.7% 0-000
Volume 15,742 5,805 -9,937 -63.1% 59,646
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-202 124-175 124-082
R3 124-157 124-130 124-069
R2 124-112 124-112 124-065
R1 124-085 124-085 124-061 124-076
PP 124-067 124-067 124-067 124-063
S1 124-040 124-040 124-053 124-031
S2 124-022 124-022 124-049
S3 123-297 123-315 124-045
S4 123-252 123-270 124-032
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
5 124-095 123-237 0-178 0.4% 0-059 0.1% 79% True False 11,381
10 124-132 123-210 0-242 0.6% 0-062 0.2% 69% False False 23,980
20 124-172 123-210 0-282 0.7% 0-063 0.2% 59% False False 405,527
40 124-172 123-162 1-010 0.8% 0-072 0.2% 65% False False 520,525
60 124-172 123-162 1-010 0.8% 0-071 0.2% 65% False False 495,364
80 124-265 123-162 1-103 1.1% 0-067 0.2% 51% False False 481,982
100 124-265 123-160 1-105 1.1% 0-062 0.2% 51% False False 386,738
120 124-265 123-160 1-105 1.1% 0-053 0.1% 51% False False 322,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-286
2.618 124-213
1.618 124-168
1.000 124-140
0.618 124-123
HIGH 124-095
0.618 124-078
0.500 124-072
0.382 124-067
LOW 124-050
0.618 124-022
1.000 124-005
1.618 123-297
2.618 123-252
4.250 123-179
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 124-072 124-040
PP 124-067 124-023
S1 124-062 124-006

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

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