ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 130-105 130-070 -0-035 -0.1% 131-280
High 130-125 130-185 0-060 0.1% 132-005
Low 130-025 130-015 -0-010 0.0% 130-000
Close 130-070 130-155 0-085 0.2% 130-070
Range 0-100 0-170 0-070 70.0% 2-005
ATR 0-148 0-149 0-002 1.1% 0-000
Volume 749,025 947,119 198,094 26.4% 6,043,064
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 131-308 131-242 130-248
R3 131-138 131-072 130-202
R2 130-288 130-288 130-186
R1 130-222 130-222 130-171 130-255
PP 130-118 130-118 130-118 130-135
S1 130-052 130-052 130-139 130-085
S2 129-268 129-268 130-124
S3 129-098 129-202 130-108
S4 128-248 129-032 130-062
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 136-253 135-167 131-105
R3 134-248 133-162 130-247
R2 132-243 132-243 130-188
R1 131-157 131-157 130-129 131-038
PP 130-238 130-238 130-238 130-179
S1 129-152 129-152 130-011 129-032
S2 128-233 128-233 129-272
S3 126-228 127-147 129-213
S4 124-223 125-142 129-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-170 130-000 1-170 1.2% 0-170 0.4% 32% False False 1,204,684
10 132-005 130-000 2-005 1.5% 0-144 0.3% 24% False False 1,154,266
20 132-005 129-280 2-045 1.6% 0-151 0.4% 28% False False 722,624
40 132-005 129-190 2-135 1.9% 0-140 0.3% 37% False False 366,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-268
2.618 131-310
1.618 131-140
1.000 131-035
0.618 130-290
HIGH 130-185
0.618 130-120
0.500 130-100
0.382 130-080
LOW 130-015
0.618 129-230
1.000 129-165
1.618 129-060
2.618 128-210
4.250 127-252
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 130-137 130-142
PP 130-118 130-130
S1 130-100 130-118

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

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