ECBOT 5 Year T-Note Future June 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 123-130 123-110 -0-020 -0.1% 124-037
High 123-132 123-155 0-023 0.1% 124-055
Low 123-090 123-085 -0-005 0.0% 123-060
Close 123-107 123-147 0-040 0.1% 123-107
Range 0-042 0-070 0-028 66.7% 0-315
ATR 0-064 0-065 0-000 0.6% 0-000
Volume 357,597 436,738 79,141 22.1% 2,823,239
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-019 123-313 123-186
R3 123-269 123-243 123-166
R2 123-199 123-199 123-160
R1 123-173 123-173 123-153 123-186
PP 123-129 123-129 123-129 123-136
S1 123-103 123-103 123-141 123-116
S2 123-059 123-059 123-134
S3 122-309 123-033 123-128
S4 122-239 122-283 123-108
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-166 125-291 123-280
R3 125-171 124-296 123-194
R2 124-176 124-176 123-165
R1 123-301 123-301 123-136 123-241
PP 123-181 123-181 123-181 123-150
S1 122-306 122-306 123-078 122-246
S2 122-186 122-186 123-049
S3 121-191 121-311 123-020
S4 120-196 120-316 122-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 123-060 0-240 0.6% 0-078 0.2% 36% False False 554,878
10 124-055 123-060 0-315 0.8% 0-065 0.2% 28% False False 588,697
20 124-055 123-040 1-015 0.8% 0-066 0.2% 32% False False 414,877
40 124-055 123-020 1-035 0.9% 0-055 0.1% 36% False False 209,571
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-132
2.618 124-018
1.618 123-268
1.000 123-225
0.618 123-198
HIGH 123-155
0.618 123-128
0.500 123-120
0.382 123-112
LOW 123-085
0.618 123-042
1.000 123-015
1.618 122-292
2.618 122-222
4.250 122-108
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 123-138 123-138
PP 123-129 123-128
S1 123-120 123-118

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

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