ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 27-Feb-2013

Day Change Summary
	Previous	Current
	26-Feb-2013	27-Feb-2013	Change	Change %	Previous Week
Open	124-107	124-102	-0-005	0.0%	123-257
High	124-142	124-145	0-003	0.0%	124-020
Low	124-085	124-095	0-010	0.0%	123-217
Close	124-105	124-102	-0-003	0.0%	124-010
Range	0-057	0-050	-0-007	-12.3%	0-123
ATR	0-076	0-074	-0-002	-2.4%	0-000
Volume	1,764,017	1,096,628	-667,389	-37.8%	2,900,053

Daily Pivots for day following 27-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-264	124-233	124-130
R3	124-214	124-183	124-116
R2	124-164	124-164	124-111
R1	124-133	124-133	124-107	124-127
PP	124-114	124-114	124-114	124-111
S1	124-083	124-083	124-097	124-077
S2	124-064	124-064	124-093
S3	124-014	124-033	124-088
S4	123-284	123-303	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	124-145	123-260	0-205	0.5%	0-075	0.2%	79%	True	False	1,230,950
10	124-145	123-192	0-273	0.7%	0-073	0.2%	84%	True	False	925,833
20	124-145	123-167	0-298	0.7%	0-077	0.2%	86%	True	False	794,596
40	124-147	123-162	0-305	0.8%	0-075	0.2%	85%	False	False	665,721
60	124-265	123-162	1-103	1.1%	0-070	0.2%	61%	False	False	583,281
80	124-265	123-162	1-103	1.1%	0-063	0.2%	61%	False	False	474,008
100	124-265	123-160	1-105	1.1%	0-056	0.1%	62%	False	False	379,223
120	124-265	123-160	1-105	1.1%	0-047	0.1%	62%	False	False	316,023

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-038
2.618	124-276
1.618	124-226
1.000	124-195
0.618	124-176
HIGH	124-145
0.618	124-126
0.500	124-120
0.382	124-114
LOW	124-095
0.618	124-064
1.000	124-045
1.618	124-014
2.618	123-284
4.250	123-202

Fisher Pivots for day following 27-Feb-2013
Pivot	1 day	3 day
R1	124-120	124-088
PP	124-114	124-074
S1	124-108	124-060

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols