ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 124-067 123-307 -0-080 -0.2% 124-157
High 124-072 124-000 -0-072 -0.2% 124-172
Low 123-305 123-210 -0-095 -0.2% 123-210
Close 123-310 123-255 -0-055 -0.1% 123-255
Range 0-087 0-110 0-023 26.4% 0-282
ATR 0-068 0-071 0-003 4.5% 0-000
Volume 21,974 27,106 5,132 23.4% 269,879
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-272 124-213 123-316
R3 124-162 124-103 123-285
R2 124-052 124-052 123-275
R1 123-313 123-313 123-265 123-288
PP 123-262 123-262 123-262 123-249
S1 123-203 123-203 123-245 123-178
S2 123-152 123-152 123-235
S3 123-042 123-093 123-225
S4 122-252 122-303 123-194
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-205 126-032 124-090
R3 125-243 125-070 124-013
R2 124-281 124-281 123-307
R1 124-108 124-108 123-281 124-054
PP 123-319 123-319 123-319 123-292
S1 123-146 123-146 123-229 123-092
S2 123-037 123-037 123-203
S3 122-075 122-184 123-177
S4 121-113 121-222 123-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-172 123-210 0-282 0.7% 0-068 0.2% 16% False True 53,975
10 124-172 123-210 0-282 0.7% 0-069 0.2% 16% False True 514,503
20 124-172 123-192 0-300 0.8% 0-067 0.2% 21% False False 562,543
40 124-172 123-162 1-010 0.8% 0-073 0.2% 28% False False 595,891
60 124-235 123-162 1-073 1.0% 0-072 0.2% 24% False False 549,612
80 124-265 123-162 1-103 1.1% 0-065 0.2% 22% False False 482,449
100 124-265 123-160 1-105 1.1% 0-060 0.2% 22% False False 386,084
120 124-265 123-160 1-105 1.1% 0-050 0.1% 22% False False 321,739
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 0-011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-148
2.618 124-288
1.618 124-178
1.000 124-110
0.618 124-068
HIGH 124-000
0.618 123-278
0.500 123-265
0.382 123-252
LOW 123-210
0.618 123-142
1.000 123-100
1.618 123-032
2.618 122-242
4.250 122-062
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 123-265 123-318
PP 123-262 123-297
S1 123-258 123-276

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

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