ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 131-200 131-280 0-080 0.2% 130-230
High 131-290 132-005 0-035 0.1% 131-290
Low 131-180 131-195 0-015 0.0% 130-155
Close 131-250 131-200 -0-050 -0.1% 131-250
Range 0-110 0-130 0-020 18.2% 1-135
ATR 0-143 0-143 -0-001 -0.7% 0-000
Volume 1,246,212 787,628 -458,584 -36.8% 5,976,356
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-310 132-225 131-272
R3 132-180 132-095 131-236
R2 132-050 132-050 131-224
R1 131-285 131-285 131-212 131-262
PP 131-240 131-240 131-240 131-229
S1 131-155 131-155 131-188 131-132
S2 131-110 131-110 131-176
S3 130-300 131-025 131-164
S4 130-170 130-215 131-128
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 135-210 135-045 132-180
R3 134-075 133-230 132-055
R2 132-260 132-260 132-013
R1 132-095 132-095 131-292 132-178
PP 131-125 131-125 131-125 131-166
S1 130-280 130-280 131-208 131-042
S2 129-310 129-310 131-167
S3 128-175 129-145 131-125
S4 127-040 128-010 131-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-005 131-110 0-215 0.5% 0-127 0.3% 42% True False 1,195,597
10 132-005 130-000 2-005 1.5% 0-154 0.4% 81% True False 741,239
20 132-005 129-190 2-135 1.8% 0-149 0.4% 84% True False 379,785
40 132-005 129-190 2-135 1.8% 0-123 0.3% 84% True False 193,111
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 0-040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-238
2.618 133-025
1.618 132-215
1.000 132-135
0.618 132-085
HIGH 132-005
0.618 131-275
0.500 131-260
0.382 131-245
LOW 131-195
0.618 131-115
1.000 131-065
1.618 130-305
2.618 130-175
4.250 129-282
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 131-260 131-230
PP 131-240 131-220
S1 131-220 131-210

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

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