ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 124-095 124-067 -0-028 -0.1% 124-002
High 124-105 124-072 -0-033 -0.1% 124-167
Low 124-055 123-305 -0-070 -0.2% 123-295
Close 124-062 123-310 -0-072 -0.2% 124-145
Range 0-050 0-087 0-037 74.0% 0-192
ATR 0-066 0-068 0-001 2.3% 0-000
Volume 43,887 21,974 -21,913 -49.9% 4,875,157
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-277 124-220 124-038
R3 124-190 124-133 124-014
R2 124-103 124-103 124-006
R1 124-046 124-046 123-318 124-031
PP 124-016 124-016 124-016 124-008
S1 123-279 123-279 123-302 123-264
S2 123-249 123-249 123-294
S3 123-162 123-192 123-286
S4 123-075 123-105 123-262
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-032 125-280 124-251
R3 125-160 125-088 124-198
R2 124-288 124-288 124-180
R1 124-216 124-216 124-163 124-252
PP 124-096 124-096 124-096 124-114
S1 124-024 124-024 124-127 124-060
S2 123-224 123-224 124-110
S3 123-032 123-152 124-092
S4 122-160 122-280 124-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-172 123-305 0-187 0.5% 0-056 0.1% 3% False True 75,909
10 124-172 123-285 0-207 0.5% 0-062 0.2% 12% False False 598,729
20 124-172 123-192 0-300 0.8% 0-065 0.2% 39% False False 593,684
40 124-172 123-162 1-010 0.8% 0-072 0.2% 45% False False 609,376
60 124-257 123-162 1-095 1.0% 0-071 0.2% 36% False False 553,207
80 124-265 123-162 1-103 1.1% 0-064 0.2% 35% False False 482,133
100 124-265 123-160 1-105 1.1% 0-059 0.1% 35% False False 385,813
120 124-265 123-160 1-105 1.1% 0-049 0.1% 35% False False 321,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-122
2.618 124-300
1.618 124-213
1.000 124-159
0.618 124-126
HIGH 124-072
0.618 124-039
0.500 124-028
0.382 124-018
LOW 123-305
0.618 123-251
1.000 123-218
1.618 123-164
2.618 123-077
4.250 122-255
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 124-028 124-058
PP 124-016 124-036
S1 124-003 124-013

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

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