ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 123-277 123-257 -0-020 -0.1% 123-317
High 123-300 123-285 -0-015 0.0% 124-005
Low 123-227 123-232 0-005 0.0% 123-192
Close 123-262 123-240 -0-022 -0.1% 123-262
Range 0-073 0-053 -0-020 -27.4% 0-133
ATR 0-077 0-075 -0-002 -2.2% 0-000
Volume 515,447 460,263 -55,184 -10.7% 2,751,243
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-091 124-059 123-269
R3 124-038 124-006 123-255
R2 123-305 123-305 123-250
R1 123-273 123-273 123-245 123-262
PP 123-252 123-252 123-252 123-247
S1 123-220 123-220 123-235 123-210
S2 123-199 123-199 123-230
S3 123-146 123-167 123-225
S4 123-093 123-114 123-211
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
5 123-305 123-192 0-113 0.3% 0-069 0.2% 42% False False 573,753
10 124-025 123-192 0-153 0.4% 0-068 0.2% 31% False False 547,895
20 124-102 123-162 0-260 0.7% 0-079 0.2% 30% False False 639,718
40 124-147 123-162 0-305 0.8% 0-074 0.2% 26% False False 536,314
60 124-265 123-162 1-103 1.1% 0-068 0.2% 18% False False 514,467
80 124-265 123-160 1-105 1.1% 0-062 0.2% 19% False False 387,791
100 124-265 123-160 1-105 1.1% 0-052 0.1% 19% False False 310,237
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-190
2.618 124-104
1.618 124-051
1.000 124-018
0.618 123-318
HIGH 123-285
0.618 123-265
0.500 123-258
0.382 123-252
LOW 123-232
0.618 123-199
1.000 123-179
1.618 123-146
2.618 123-093
4.250 123-007
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 123-258 123-248
PP 123-252 123-245
S1 123-246 123-242

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

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