ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 131-280 131-205 -0-075 -0.2% 130-230
High 132-005 131-230 -0-095 -0.2% 131-290
Low 131-195 131-120 -0-075 -0.2% 130-155
Close 131-200 131-170 -0-030 -0.1% 131-250
Range 0-130 0-110 -0-020 -15.4% 1-135
ATR 0-143 0-140 -0-002 -1.6% 0-000
Volume 787,628 928,160 140,532 17.8% 5,976,356
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-183 132-127 131-230
R3 132-073 132-017 131-200
R2 131-283 131-283 131-190
R1 131-227 131-227 131-180 131-200
PP 131-173 131-173 131-173 131-160
S1 131-117 131-117 131-160 131-090
S2 131-063 131-063 131-150
S3 130-273 131-007 131-140
S4 130-163 130-217 131-110
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
5 132-005 131-120 0-205 0.5% 0-119 0.3% 24% False True 1,103,849
10 132-005 130-000 2-005 1.5% 0-152 0.4% 76% False False 831,499
20 132-005 129-280 2-045 1.6% 0-139 0.3% 77% False False 425,670
40 132-005 129-190 2-135 1.8% 0-124 0.3% 80% False False 216,315
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-058
2.618 132-198
1.618 132-088
1.000 132-020
0.618 131-298
HIGH 131-230
0.618 131-188
0.500 131-175
0.382 131-162
LOW 131-120
0.618 131-052
1.000 131-010
1.618 130-262
2.618 130-152
4.250 129-292
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 131-175 131-222
PP 131-173 131-205
S1 131-172 131-188

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

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