ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	131-205	131-155	-0-050	-0.1%	130-230
High	131-230	131-170	-0-060	-0.1%	131-290
Low	131-120	131-040	-0-080	-0.2%	130-155
Close	131-170	131-065	-0-105	-0.2%	131-250
Range	0-110	0-130	0-020	18.2%	1-135
ATR	0-140	0-139	-0-001	-0.5%	0-000
Volume	928,160	1,054,514	126,354	13.6%	5,976,356

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-162	132-083	131-136
R3	132-032	131-273	131-101
R2	131-222	131-222	131-089
R1	131-143	131-143	131-077	131-118
PP	131-092	131-092	131-092	131-079
S1	131-013	131-013	131-053	130-308
S2	130-282	130-282	131-041
S3	130-152	130-203	131-029
S4	130-022	130-073	130-314

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	131-040	0-285	0.7%	0-115	0.3%	9%	False	True	1,066,721
10	132-005	130-100	1-225	1.3%	0-152	0.4%	52%	False	False	933,864
20	132-005	129-280	2-045	1.6%	0-138	0.3%	62%	False	False	477,273
40	132-005	129-190	2-135	1.8%	0-128	0.3%	66%	False	False	242,673

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-082
2.618	132-190
1.618	132-060
1.000	131-300
0.618	131-250
HIGH	131-170
0.618	131-120
0.500	131-105
0.382	131-090
LOW	131-040
0.618	130-280
1.000	130-230
1.618	130-150
2.618	130-020
4.250	129-128

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	131-105	131-182
PP	131-092	131-143
S1	131-078	131-104

Download as Excel Spreadsheet

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

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