ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	123-270	123-250	-0-020	-0.1%	124-157
High	123-280	123-295	0-015	0.0%	124-172
Low	123-250	123-247	-0-003	0.0%	123-210
Close	123-257	123-290	0-033	0.1%	123-255
Range	0-030	0-048	0-018	60.0%	0-282
ATR	0-068	0-066	-0-001	-2.1%	0-000
Volume	8,543	8,394	-149	-1.7%	269,879

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-101	124-084	123-316
R3	124-053	124-036	123-303
R2	124-005	124-005	123-299
R1	123-308	123-308	123-294	123-316
PP	123-277	123-277	123-277	123-282
S1	123-260	123-260	123-286	123-268
S2	123-229	123-229	123-281
S3	123-181	123-212	123-277
S4	123-133	123-164	123-264

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	124-105	123-210	0-215	0.5%	0-065	0.2%	37%	False	False	21,980
10	124-172	123-210	0-282	0.7%	0-057	0.1%	28%	False	False	179,975
20	124-172	123-192	0-300	0.8%	0-065	0.2%	33%	False	False	523,526
40	124-172	123-162	1-010	0.8%	0-072	0.2%	39%	False	False	567,939
60	124-207	123-162	1-045	0.9%	0-071	0.2%	35%	False	False	533,635
80	124-265	123-162	1-103	1.1%	0-066	0.2%	30%	False	False	482,522
100	124-265	123-160	1-105	1.1%	0-060	0.2%	31%	False	False	386,253
120	124-265	123-160	1-105	1.1%	0-051	0.1%	31%	False	False	321,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-179
2.618	124-101
1.618	124-053
1.000	124-023
0.618	124-005
HIGH	123-295
0.618	123-277
0.500	123-271
0.382	123-265
LOW	123-247
0.618	123-217
1.000	123-199
1.618	123-169
2.618	123-121
4.250	123-043

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	123-284	123-282
PP	123-277	123-273
S1	123-271	123-265

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