ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 04-Mar-2013

Day Change Summary
	Previous	Current
	01-Mar-2013	04-Mar-2013	Change	Change %	Previous Week
Open	132-245	133-010	0-085	0.2%	131-275
High	133-015	133-045	0-030	0.1%	133-015
Low	132-235	132-245	0-010	0.0%	131-205
Close	132-295	132-250	-0-045	-0.1%	132-295
Range	0-100	0-120	0-020	20.0%	1-130
ATR	0-158	0-155	-0-003	-1.7%	0-000
Volume	201,578	80,408	-121,170	-60.1%	7,770,997

Daily Pivots for day following 04-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-007	133-248	132-316
R3	133-207	133-128	132-283
R2	133-087	133-087	132-272
R1	133-008	133-008	132-261	132-308
PP	132-287	132-287	132-287	132-276
S1	132-208	132-208	132-239	132-188
S2	132-167	132-167	132-228
S3	132-047	132-088	132-217
S4	131-247	131-288	132-184

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-242	136-078	133-222
R3	135-112	134-268	133-099
R2	133-302	133-302	133-058
R1	133-138	133-138	133-016	133-220
PP	132-172	132-172	132-172	132-212
S1	132-008	132-008	132-254	132-090
S2	131-042	131-042	132-212
S3	129-232	130-198	132-171
S4	128-102	129-068	132-048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-045	132-155	0-210	0.5%	0-122	0.3%	45%	True	False	1,054,484
10	133-045	131-050	1-315	1.5%	0-150	0.4%	82%	True	False	1,345,797
20	133-045	130-230	2-135	1.8%	0-157	0.4%	85%	True	False	1,287,867
40	133-045	130-230	2-135	1.8%	0-157	0.4%	85%	True	False	1,268,256
60	134-010	130-230	3-100	2.5%	0-154	0.4%	62%	False	False	1,102,939
80	134-010	130-230	3-100	2.5%	0-147	0.3%	62%	False	False	895,994
100	134-010	130-230	3-100	2.5%	0-142	0.3%	62%	False	False	717,053

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-235
2.618	134-039
1.618	133-239
1.000	133-165
0.618	133-119
HIGH	133-045
0.618	132-319
0.500	132-305
0.382	132-291
LOW	132-245
0.618	132-171
1.000	132-125
1.618	132-051
2.618	131-251
4.250	131-055

Fisher Pivots for day following 04-Mar-2013
Pivot	1 day	3 day
R1	132-305	132-275
PP	132-287	132-267
S1	132-268	132-258

Download as Excel Spreadsheet

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

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