ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 21-Feb-2013

Day Change Summary
	Previous	Current
	20-Feb-2013	21-Feb-2013	Change	Change %	Previous Week
Open	131-105	131-175	0-070	0.2%	131-225
High	131-185	131-315	0-130	0.3%	131-250
Low	131-050	131-145	0-095	0.2%	131-005
Close	131-150	131-255	0-105	0.2%	131-170
Range	0-135	0-170	0-035	25.9%	0-245
ATR	0-158	0-159	0-001	0.5%	0-000
Volume	1,462,435	1,567,610	105,175	7.2%	5,446,369

Daily Pivots for day following 21-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-108	133-032	132-028
R3	132-258	132-182	131-302
R2	132-088	132-088	131-286
R1	132-012	132-012	131-271	132-050
PP	131-238	131-238	131-238	131-258
S1	131-162	131-162	131-239	131-200
S2	131-068	131-068	131-224
S3	130-218	130-312	131-208
S4	130-048	130-142	131-162

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-237	133-128	131-305
R3	132-312	132-203	131-237
R2	132-067	132-067	131-215
R1	131-278	131-278	131-192	131-210
PP	131-142	131-142	131-142	131-108
S1	131-033	131-033	131-148	130-285
S2	130-217	130-217	131-125
S3	129-292	130-108	131-103
S4	129-047	129-183	131-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-315	131-005	0-310	0.7%	0-152	0.4%	81%	True	False	1,318,329
10	131-315	131-005	0-310	0.7%	0-145	0.3%	81%	True	False	1,213,842
20	132-175	130-230	1-265	1.4%	0-170	0.4%	59%	False	False	1,405,356
40	133-025	130-230	2-115	1.8%	0-158	0.4%	46%	False	False	1,120,473
60	134-010	130-230	3-100	2.5%	0-149	0.4%	33%	False	False	1,033,947
80	134-010	130-230	3-100	2.5%	0-146	0.3%	33%	False	False	778,874
100	134-010	130-230	3-100	2.5%	0-134	0.3%	33%	False	False	623,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-045
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-078
2.618	133-120
1.618	132-270
1.000	132-165
0.618	132-100
HIGH	131-315
0.618	131-250
0.500	131-230
0.382	131-210
LOW	131-145
0.618	131-040
1.000	130-295
1.618	130-190
2.618	130-020
4.250	129-062

Fisher Pivots for day following 21-Feb-2013
Pivot	1 day	3 day
R1	131-247	131-231
PP	131-238	131-207
S1	131-230	131-182

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