ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	131-195	131-250	0-055	0.1%	131-160
High	131-260	132-070	0-130	0.3%	132-070
Low	131-120	131-210	0-090	0.2%	131-115
Close	131-235	132-045	0-130	0.3%	132-045
Range	0-140	0-180	0-040	28.6%	0-275
ATR	0-149	0-151	0-002	1.5%	0-000
Volume	15,842	39,318	23,476	148.2%	142,196

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-222	133-153	132-144
R3	133-042	132-293	132-094
R2	132-182	132-182	132-078
R1	132-113	132-113	132-062	132-148
PP	132-002	132-002	132-002	132-019
S1	131-253	131-253	132-028	131-288
S2	131-142	131-142	132-012
S3	130-282	131-073	131-316
S4	130-102	130-213	131-266

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-155	134-055	132-196
R3	133-200	133-100	132-121
R2	132-245	132-245	132-095
R1	132-145	132-145	132-070	132-195
PP	131-290	131-290	131-290	131-315
S1	131-190	131-190	132-020	131-240
S2	131-015	131-015	131-315
S3	130-060	130-235	131-289
S4	129-105	129-280	131-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-070	131-115	0-275	0.7%	0-133	0.3%	91%	True	False	28,439
10	133-045	131-080	1-285	1.4%	0-142	0.3%	47%	False	False	47,759
20	133-045	131-050	1-315	1.5%	0-148	0.4%	50%	False	False	746,622
40	133-045	130-230	2-135	1.8%	0-161	0.4%	59%	False	False	1,051,030
60	133-045	130-230	2-135	1.8%	0-155	0.4%	59%	False	False	976,676
80	134-010	130-230	3-100	2.5%	0-147	0.3%	43%	False	False	899,973
100	134-010	130-230	3-100	2.5%	0-145	0.3%	43%	False	False	721,012
120	134-010	130-230	3-100	2.5%	0-133	0.3%	43%	False	False	600,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	134-195
2.618	133-221
1.618	133-041
1.000	132-250
0.618	132-181
HIGH	132-070
0.618	132-001
0.500	131-300
0.382	131-279
LOW	131-210
0.618	131-099
1.000	131-030
1.618	130-239
2.618	130-059
4.250	129-085

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	132-023	132-008
PP	132-002	131-292
S1	131-300	131-255

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