ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	132-215	132-135	-0-080	-0.2%	131-275
High	132-220	132-160	-0-060	-0.1%	133-015
Low	132-100	131-290	-0-130	-0.3%	131-205
Close	132-125	131-300	-0-145	-0.3%	132-295
Range	0-120	0-190	0-070	58.3%	1-130
ATR	0-150	0-152	0-003	1.9%	0-000
Volume	60,634	87,376	26,742	44.1%	7,770,997

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-287	133-163	132-084
R3	133-097	132-293	132-032
R2	132-227	132-227	132-015
R1	132-103	132-103	131-317	132-070
PP	132-037	132-037	132-037	132-020
S1	131-233	131-233	131-283	131-200
S2	131-167	131-167	131-265
S3	130-297	131-043	131-248
S4	130-107	130-173	131-196

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	131-290	1-075	0.9%	0-127	0.3%	3%	False	True	98,382
10	133-045	131-200	1-165	1.1%	0-150	0.4%	21%	False	False	960,132
20	133-045	131-005	2-040	1.6%	0-147	0.3%	43%	False	False	1,086,987
40	133-045	130-230	2-135	1.8%	0-158	0.4%	50%	False	False	1,197,023
60	133-265	130-230	3-035	2.4%	0-155	0.4%	39%	False	False	1,062,292
80	134-010	130-230	3-100	2.5%	0-144	0.3%	37%	False	False	898,401
100	134-010	130-230	3-100	2.5%	0-142	0.3%	37%	False	False	719,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	135-008
2.618	134-017
1.618	133-147
1.000	133-030
0.618	132-277
HIGH	132-160
0.618	132-087
0.500	132-065
0.382	132-043
LOW	131-290
0.618	131-173
1.000	131-100
1.618	130-303
2.618	130-113
4.250	129-122

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	132-065	132-125
PP	132-037	132-077
S1	132-008	132-028

Download as Excel Spreadsheet

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

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