ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 18-Mar-2013

Day Change Summary
	Previous	Current
	15-Mar-2013	18-Mar-2013	Change	Change %	Previous Week
Open	131-250	132-205	0-275	0.7%	131-160
High	132-070	132-280	0-210	0.5%	132-070
Low	131-210	132-120	0-230	0.5%	131-115
Close	132-045	132-140	0-095	0.2%	132-045
Range	0-180	0-160	-0-020	-11.1%	0-275
ATR	0-151	0-157	0-006	4.0%	0-000
Volume	39,318	11,851	-27,467	-69.9%	142,196

Daily Pivots for day following 18-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-020	133-240	132-228
R3	133-180	133-080	132-184
R2	133-020	133-020	132-169
R1	132-240	132-240	132-155	132-210
PP	132-180	132-180	132-180	132-165
S1	132-080	132-080	132-125	132-050
S2	132-020	132-020	132-111
S3	131-180	131-240	132-096
S4	131-020	131-080	132-052

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	132-280	131-115	1-165	1.1%	0-149	0.4%	71%	True	False	25,662
10	132-280	131-080	1-200	1.2%	0-146	0.3%	73%	True	False	40,903
20	133-045	131-050	1-315	1.5%	0-148	0.4%	65%	False	False	693,350
40	133-045	130-230	2-135	1.8%	0-159	0.4%	71%	False	False	1,018,971
60	133-045	130-230	2-135	1.8%	0-155	0.4%	71%	False	False	956,922
80	134-010	130-230	3-100	2.5%	0-148	0.3%	52%	False	False	899,911
100	134-010	130-230	3-100	2.5%	0-145	0.3%	52%	False	False	721,117
120	134-010	130-230	3-100	2.5%	0-134	0.3%	52%	False	False	600,956

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-000
2.618	134-059
1.618	133-219
1.000	133-120
0.618	133-059
HIGH	132-280
0.618	132-219
0.500	132-200
0.382	132-181
LOW	132-120
0.618	132-021
1.000	131-280
1.618	131-181
2.618	131-021
4.250	130-080

Fisher Pivots for day following 18-Mar-2013
Pivot	1 day	3 day
R1	132-200	132-107
PP	132-180	132-073
S1	132-160	132-040

Download as Excel Spreadsheet

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

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