ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 08-Mar-2013

Day Change Summary
	Previous	Current
	07-Mar-2013	08-Mar-2013	Change	Change %	Previous Week
Open	132-135	131-295	-0-160	-0.4%	133-010
High	132-160	131-305	-0-175	-0.4%	133-045
Low	131-290	131-080	-0-210	-0.5%	131-080
Close	131-300	131-150	-0-150	-0.4%	131-150
Range	0-190	0-225	0-035	18.4%	1-285
ATR	0-152	0-158	0-005	3.4%	0-000
Volume	87,376	45,062	-42,314	-48.4%	335,397

Daily Pivots for day following 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-213	133-087	131-274
R3	132-308	132-182	131-212
R2	132-083	132-083	131-191
R1	131-277	131-277	131-171	131-228
PP	131-178	131-178	131-178	131-154
S1	131-052	131-052	131-129	131-002
S2	130-273	130-273	131-109
S3	130-048	130-147	131-088
S4	129-143	129-242	131-026

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-200	136-140	132-163
R3	135-235	134-175	131-316
R2	133-270	133-270	131-261
R1	132-210	132-210	131-205	132-098
PP	131-305	131-305	131-305	131-249
S1	130-245	130-245	131-095	130-132
S2	130-020	130-020	131-039
S3	128-055	128-280	130-304
S4	126-090	126-315	130-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-045	131-080	1-285	1.4%	0-152	0.4%	12%	False	True	67,079
10	133-045	131-080	1-285	1.4%	0-161	0.4%	12%	False	True	810,639
20	133-045	131-005	2-040	1.6%	0-150	0.4%	21%	False	False	1,014,389
40	133-045	130-230	2-135	1.8%	0-160	0.4%	31%	False	False	1,173,953
60	133-220	130-230	2-310	2.3%	0-157	0.4%	25%	False	False	1,054,355
80	134-010	130-230	3-100	2.5%	0-145	0.3%	23%	False	False	898,877
100	134-010	130-230	3-100	2.5%	0-143	0.3%	23%	False	False	719,601

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	0-028
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	134-301
2.618	133-254
1.618	133-029
1.000	132-210
0.618	132-124
HIGH	131-305
0.618	131-219
0.500	131-192
0.382	131-166
LOW	131-080
0.618	130-261
1.000	130-175
1.618	130-036
2.618	129-131
4.250	128-084

Fisher Pivots for day following 08-Mar-2013
Pivot	1 day	3 day
R1	131-192	131-310
PP	131-178	131-257
S1	131-164	131-203

Download as Excel Spreadsheet

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

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