ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 01-Apr-2013

Day Change Summary
	Previous	Current
	28-Mar-2013	01-Apr-2013	Change	Change %	Previous Week
Open	132-040	131-235	-0-125	-0.3%	131-145
High	132-110	132-080	-0-030	-0.1%	132-110
Low	131-285	131-235	-0-050	-0.1%	131-030
Close	131-315	132-040	0-045	0.1%	131-315
Range	0-145	0-165	0-020	13.8%	1-080
ATR	0-164	0-164	0-000	0.1%	0-000
Volume	1,119,537	511,658	-607,879	-54.3%	4,960,534

Daily Pivots for day following 01-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-187	133-118	132-131
R3	133-022	132-273	132-085
R2	132-177	132-177	132-070
R1	132-108	132-108	132-055	132-142
PP	132-012	132-012	132-012	132-029
S1	131-263	131-263	132-025	131-298
S2	131-167	131-167	132-010
S3	131-002	131-098	131-315
S4	130-157	130-253	131-269

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-178	135-007	132-215
R3	134-098	133-247	132-105
R2	133-018	133-018	132-068
R1	132-167	132-167	132-032	132-252
PP	131-258	131-258	131-258	131-301
S1	131-087	131-087	131-278	131-172
S2	130-178	130-178	131-242
S3	129-098	130-007	131-205
S4	128-018	128-247	131-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-110	131-030	1-080	0.9%	0-177	0.4%	83%	False	False	1,094,438
10	132-110	131-025	1-085	1.0%	0-171	0.4%	83%	False	False	1,161,309
20	132-110	130-000	2-110	1.8%	0-164	0.4%	91%	False	False	1,156,983
40	132-110	129-190	2-240	2.1%	0-160	0.4%	92%	False	False	748,938
60	132-110	129-190	2-240	2.1%	0-136	0.3%	92%	False	False	501,275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-141
2.618	133-192
1.618	133-027
1.000	132-245
0.618	132-182
HIGH	132-080
0.618	132-017
0.500	131-318
0.382	131-298
LOW	131-235
0.618	131-133
1.000	131-070
1.618	130-288
2.618	130-123
4.250	129-174

Fisher Pivots for day following 01-Apr-2013
Pivot	1 day	3 day
R1	132-026	132-023
PP	132-012	132-007
S1	131-318	131-310

Download as Excel Spreadsheet

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

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