ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 124-002 124-107 0-105 0.3% 123-257
High 124-117 124-142 0-025 0.1% 124-020
Low 123-295 124-085 0-110 0.3% 123-217
Close 124-087 124-105 0-018 0.0% 124-010
Range 0-142 0-057 -0-085 -59.9% 0-123
ATR 0-077 0-076 -0-001 -1.9% 0-000
Volume 1,598,205 1,764,017 165,812 10.4% 2,900,053
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-282 124-250 124-136
R3 124-225 124-193 124-121
R2 124-168 124-168 124-115
R1 124-136 124-136 124-110 124-124
PP 124-111 124-111 124-111 124-104
S1 124-079 124-079 124-100 124-066
S2 124-054 124-054 124-095
S3 123-317 124-022 124-089
S4 123-260 123-285 124-074
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-025 124-300 124-078
R3 124-222 124-177 124-044
R2 124-099 124-099 124-033
R1 124-054 124-054 124-021 124-076
PP 123-296 123-296 123-296 123-307
S1 123-251 123-251 123-319 123-274
S2 123-173 123-173 123-307
S3 123-050 123-128 123-296
S4 122-247 123-005 123-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-142 123-217 0-245 0.6% 0-077 0.2% 85% True False 1,160,402
10 124-142 123-192 0-270 0.7% 0-073 0.2% 86% True False 867,077
20 124-142 123-167 0-295 0.7% 0-077 0.2% 87% True False 776,608
40 124-147 123-162 0-305 0.8% 0-076 0.2% 86% False False 644,794
60 124-265 123-162 1-103 1.1% 0-070 0.2% 62% False False 574,642
80 124-265 123-162 1-103 1.1% 0-064 0.2% 62% False False 460,301
100 124-265 123-160 1-105 1.1% 0-055 0.1% 62% False False 368,256
120 124-265 123-160 1-105 1.1% 0-047 0.1% 62% False False 306,884
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-064
2.618 124-291
1.618 124-234
1.000 124-199
0.618 124-177
HIGH 124-142
0.618 124-120
0.500 124-114
0.382 124-107
LOW 124-085
0.618 124-050
1.000 124-028
1.618 123-313
2.618 123-256
4.250 123-163
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 124-114 124-088
PP 124-111 124-071
S1 124-108 124-054

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

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