ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	131-160	131-145	-0-015	0.0%	133-010
High	131-195	131-255	0-060	0.1%	133-045
Low	131-115	131-115	0-000	0.0%	131-080
Close	131-155	131-235	0-080	0.2%	131-150
Range	0-080	0-140	0-060	75.0%	1-285
ATR	0-152	0-151	-0-001	-0.6%	0-000
Volume	25,734	30,754	5,020	19.5%	335,397

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-302	132-248	131-312
R3	132-162	132-108	131-274
R2	132-022	132-022	131-261
R1	131-288	131-288	131-248	131-315
PP	131-202	131-202	131-202	131-215
S1	131-148	131-148	131-222	131-175
S2	131-062	131-062	131-209
S3	130-242	131-008	131-196
S4	130-102	130-188	131-158

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	132-220	131-080	1-140	1.1%	0-151	0.4%	34%	False	False	49,912
10	133-045	131-080	1-285	1.4%	0-132	0.3%	26%	False	False	287,772
20	133-045	131-005	2-040	1.6%	0-148	0.4%	34%	False	False	924,913
40	133-045	130-230	2-135	1.8%	0-158	0.4%	42%	False	False	1,115,147
60	133-055	130-230	2-145	1.9%	0-155	0.4%	41%	False	False	1,025,131
80	134-010	130-230	3-100	2.5%	0-146	0.3%	31%	False	False	899,432
100	134-010	130-230	3-100	2.5%	0-145	0.3%	31%	False	False	720,162
120	134-010	130-230	3-100	2.5%	0-129	0.3%	31%	False	False	600,144

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-210
2.618	132-302
1.618	132-162
1.000	132-075
0.618	132-022
HIGH	131-255
0.618	131-202
0.500	131-185
0.382	131-168
LOW	131-115
0.618	131-028
1.000	130-295
1.618	130-208
2.618	130-068
4.250	129-160

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	131-218	131-221
PP	131-202	131-207
S1	131-185	131-192

Download as Excel Spreadsheet

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

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