ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 123-277 123-307 0-030 0.1% 123-240
High 123-312 124-070 0-078 0.2% 123-317
Low 123-245 123-300 0-055 0.1% 123-232
Close 123-307 124-050 0-063 0.2% 123-277
Range 0-067 0-090 0-023 34.3% 0-085
ATR 0-070 0-071 0-001 2.0% 0-000
Volume 594,579 774,513 179,934 30.3% 2,935,760
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-303 124-267 124-100
R3 124-213 124-177 124-075
R2 124-123 124-123 124-066
R1 124-087 124-087 124-058 124-105
PP 124-033 124-033 124-033 124-042
S1 123-317 123-317 124-042 124-015
S2 123-263 123-263 124-034
S3 123-173 123-227 124-025
S4 123-083 123-137 124-000
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-210 124-169 124-004
R3 124-125 124-084 123-300
R2 124-040 124-040 123-293
R1 123-319 123-319 123-285 124-020
PP 123-275 123-275 123-275 123-286
S1 123-234 123-234 123-269 123-254
S2 123-190 123-190 123-261
S3 123-105 123-149 123-254
S4 123-020 123-064 123-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-070 123-215 0-175 0.4% 0-069 0.2% 89% True False 582,600
10 124-070 123-087 0-303 0.8% 0-076 0.2% 93% True False 602,772
20 124-070 123-060 1-010 0.8% 0-071 0.2% 94% True False 581,544
40 124-070 123-040 1-030 0.9% 0-066 0.2% 94% True False 374,336
60 124-070 123-020 1-050 0.9% 0-050 0.1% 95% True False 249,776
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-132
2.618 124-306
1.618 124-216
1.000 124-160
0.618 124-126
HIGH 124-070
0.618 124-036
0.500 124-025
0.382 124-014
LOW 123-300
0.618 123-244
1.000 123-210
1.618 123-154
2.618 123-064
4.250 122-238
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 124-042 124-028
PP 124-033 124-005
S1 124-025 123-302

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

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