ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 130-150 130-160 0-010 0.0% 130-105
High 130-185 130-310 0-125 0.3% 130-310
Low 130-035 130-125 0-090 0.2% 130-015
Close 130-155 130-285 0-130 0.3% 130-285
Range 0-150 0-185 0-035 23.3% 0-295
ATR 0-148 0-151 0-003 1.8% 0-000
Volume 1,285,998 1,239,542 -46,456 -3.6% 5,483,509
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-155 132-085 131-067
R3 131-290 131-220 131-016
R2 131-105 131-105 130-319
R1 131-035 131-035 130-302 131-070
PP 130-240 130-240 130-240 130-258
S1 130-170 130-170 130-268 130-205
S2 130-055 130-055 130-251
S3 129-190 129-305 130-234
S4 129-005 129-120 130-183
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-128 133-022 131-127
R3 132-153 132-047 131-046
R2 131-178 131-178 131-019
R1 131-072 131-072 130-312 131-125
PP 130-203 130-203 130-203 130-230
S1 130-097 130-097 130-258 130-150
S2 129-228 129-228 130-231
S3 128-253 129-122 130-204
S4 127-278 128-147 130-123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-310 130-015 0-295 0.7% 0-148 0.4% 92% True False 1,096,701
10 132-005 130-000 2-005 1.5% 0-156 0.4% 44% False False 1,152,657
20 132-005 130-000 2-005 1.5% 0-155 0.4% 44% False False 908,245
40 132-005 129-190 2-135 1.9% 0-150 0.4% 54% False False 460,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-136
2.618 132-154
1.618 131-289
1.000 131-175
0.618 131-104
HIGH 130-310
0.618 130-239
0.500 130-218
0.382 130-196
LOW 130-125
0.618 130-011
1.000 129-260
1.618 129-146
2.618 128-281
4.250 127-299
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 130-262 130-248
PP 130-240 130-210
S1 130-218 130-172

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

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