ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 130-160 131-085 0-245 0.6% 130-105
High 130-310 131-215 0-225 0.5% 130-310
Low 130-125 131-035 0-230 0.6% 130-015
Close 130-285 131-065 0-100 0.2% 130-285
Range 0-185 0-180 -0-005 -2.7% 0-295
ATR 0-151 0-158 0-007 4.7% 0-000
Volume 1,239,542 1,349,530 109,988 8.9% 5,483,509
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-005 132-215 131-164
R3 132-145 132-035 131-114
R2 131-285 131-285 131-098
R1 131-175 131-175 131-082 131-140
PP 131-105 131-105 131-105 131-088
S1 130-315 130-315 131-048 130-280
S2 130-245 130-245 131-032
S3 130-065 130-135 131-016
S4 129-205 129-275 130-286
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
5 131-215 130-015 1-200 1.2% 0-164 0.4% 71% True False 1,216,802
10 131-230 130-000 1-230 1.3% 0-161 0.4% 70% False False 1,208,847
20 132-005 130-000 2-005 1.5% 0-157 0.4% 60% False False 975,043
40 132-005 129-190 2-135 1.8% 0-151 0.4% 66% False False 494,526
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-020
2.618 133-046
1.618 132-186
1.000 132-075
0.618 132-006
HIGH 131-215
0.618 131-146
0.500 131-125
0.382 131-104
LOW 131-035
0.618 130-244
1.000 130-175
1.618 130-064
2.618 129-204
4.250 128-230
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 131-125 131-032
PP 131-105 130-318
S1 131-085 130-285

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

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