ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 123-235 123-277 0-042 0.1% 123-317
High 123-277 124-020 0-063 0.2% 124-005
Low 123-217 123-260 0-043 0.1% 123-192
Close 123-265 123-310 0-045 0.1% 123-262
Range 0-060 0-080 0-020 33.3% 0-133
ATR 0-074 0-074 0-000 0.6% 0-000
Volume 743,889 826,532 82,643 11.1% 2,751,243
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-223 124-187 124-034
R3 124-143 124-107 124-012
R2 124-063 124-063 124-005
R1 124-027 124-027 123-317 124-045
PP 123-303 123-303 123-303 123-312
S1 123-267 123-267 123-303 123-285
S2 123-223 123-223 123-295
S3 123-143 123-187 123-288
S4 123-063 123-107 123-266
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
5 124-020 123-195 0-145 0.4% 0-071 0.2% 79% True False 657,975
10 124-025 123-192 0-153 0.4% 0-068 0.2% 77% False False 588,639
20 124-102 123-162 0-260 0.7% 0-080 0.2% 57% False False 674,321
40 124-147 123-162 0-305 0.8% 0-074 0.2% 49% False False 553,192
60 124-265 123-162 1-103 1.1% 0-069 0.2% 35% False False 538,695
80 124-265 123-162 1-103 1.1% 0-064 0.2% 35% False False 407,420
100 124-265 123-160 1-105 1.1% 0-053 0.1% 35% False False 325,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-040
2.618 124-229
1.618 124-149
1.000 124-100
0.618 124-069
HIGH 124-020
0.618 123-309
0.500 123-300
0.382 123-291
LOW 123-260
0.618 123-211
1.000 123-180
1.618 123-131
2.618 123-051
4.250 122-240
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 123-307 123-300
PP 123-303 123-289
S1 123-300 123-278

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

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