ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 123-202 123-277 0-075 0.2% 123-317
High 123-282 123-300 0-018 0.0% 124-005
Low 123-195 123-227 0-032 0.1% 123-192
Close 123-277 123-262 -0-015 0.0% 123-262
Range 0-087 0-073 -0-014 -16.1% 0-133
ATR 0-077 0-077 0-000 -0.4% 0-000
Volume 743,748 515,447 -228,301 -30.7% 2,751,243
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-162 124-125 123-302
R3 124-089 124-052 123-282
R2 124-016 124-016 123-275
R1 123-299 123-299 123-269 123-281
PP 123-263 123-263 123-263 123-254
S1 123-226 123-226 123-255 123-208
S2 123-190 123-190 123-249
S3 123-117 123-153 123-242
S4 123-044 123-080 123-222
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-019 124-273 124-015
R3 124-206 124-140 123-299
R2 124-073 124-073 123-286
R1 124-007 124-007 123-274 123-294
PP 123-260 123-260 123-260 123-243
S1 123-194 123-194 123-250 123-160
S2 123-127 123-127 123-238
S3 122-314 123-061 123-225
S4 122-181 122-248 123-189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-005 123-192 0-133 0.3% 0-068 0.2% 53% False False 550,248
10 124-025 123-182 0-163 0.4% 0-078 0.2% 49% False False 571,087
20 124-102 123-162 0-260 0.7% 0-081 0.2% 38% False False 635,523
40 124-147 123-162 0-305 0.8% 0-074 0.2% 33% False False 540,283
60 124-265 123-162 1-103 1.1% 0-068 0.2% 24% False False 507,467
80 124-265 123-160 1-105 1.1% 0-061 0.2% 24% False False 382,040
100 124-265 123-160 1-105 1.1% 0-051 0.1% 24% False False 305,635
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-290
2.618 124-171
1.618 124-098
1.000 124-053
0.618 124-025
HIGH 123-300
0.618 123-272
0.500 123-264
0.382 123-255
LOW 123-227
0.618 123-182
1.000 123-154
1.618 123-109
2.618 123-036
4.250 122-237
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 123-264 123-257
PP 123-263 123-251
S1 123-262 123-246

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

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