ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 123-307 124-050 0-063 0.2% 123-240
High 124-070 124-087 0-017 0.0% 123-317
Low 123-300 124-010 0-030 0.1% 123-232
Close 124-050 124-017 -0-033 -0.1% 123-277
Range 0-090 0-077 -0-013 -14.4% 0-085
ATR 0-071 0-072 0-000 0.6% 0-000
Volume 774,513 606,193 -168,320 -21.7% 2,935,760
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-269 124-220 124-059
R3 124-192 124-143 124-038
R2 124-115 124-115 124-031
R1 124-066 124-066 124-024 124-052
PP 124-038 124-038 124-038 124-031
S1 123-309 123-309 124-010 123-295
S2 123-281 123-281 124-003
S3 123-204 123-232 123-316
S4 123-127 123-155 123-295
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-210 124-169 124-004
R3 124-125 124-084 123-300
R2 124-040 124-040 123-293
R1 123-319 123-319 123-285 124-020
PP 123-275 123-275 123-275 123-286
S1 123-234 123-234 123-269 123-254
S2 123-190 123-190 123-261
S3 123-105 123-149 123-254
S4 123-020 123-064 123-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-087 123-215 0-192 0.5% 0-076 0.2% 64% True False 595,288
10 124-087 123-120 0-287 0.7% 0-077 0.2% 76% True False 603,551
20 124-087 123-060 1-027 0.9% 0-072 0.2% 80% True False 572,252
40 124-087 123-040 1-047 0.9% 0-067 0.2% 81% True False 389,461
60 124-087 123-020 1-067 1.0% 0-052 0.1% 82% True False 259,880
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-094
2.618 124-289
1.618 124-212
1.000 124-164
0.618 124-135
HIGH 124-087
0.618 124-058
0.500 124-048
0.382 124-039
LOW 124-010
0.618 123-282
1.000 123-253
1.618 123-205
2.618 123-128
4.250 123-003
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 124-048 124-013
PP 124-038 124-010
S1 124-028 124-006

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

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