ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 25-Mar-2013

Day Change Summary
	Previous	Current
	22-Mar-2013	25-Mar-2013	Change	Change %	Previous Week
Open	131-170	131-145	-0-025	-0.1%	131-085
High	131-215	131-240	0-025	0.1%	131-240
Low	131-085	131-030	-0-055	-0.1%	131-025
Close	131-165	131-185	0-020	0.0%	131-165
Range	0-130	0-210	0-080	61.5%	0-215
ATR	0-158	0-162	0-004	2.3%	0-000
Volume	1,010,111	1,356,646	346,535	34.3%	6,140,907

Daily Pivots for day following 25-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-142	133-053	131-300
R3	132-252	132-163	131-243
R2	132-042	132-042	131-224
R1	131-273	131-273	131-204	131-318
PP	131-152	131-152	131-152	131-174
S1	131-063	131-063	131-166	131-108
S2	130-262	130-262	131-146
S3	130-052	130-173	131-127
S4	129-162	129-283	131-070

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-148	133-052	131-283
R3	132-253	132-157	131-224
R2	132-038	132-038	131-204
R1	131-262	131-262	131-185	131-310
PP	131-143	131-143	131-143	131-168
S1	131-047	131-047	131-145	131-095
S2	130-248	130-248	131-126
S3	130-033	130-152	131-106
S4	129-138	129-257	131-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-240	131-025	0-215	0.5%	0-171	0.4%	74%	True	False	1,229,604
10	131-240	130-015	1-225	1.3%	0-168	0.4%	90%	True	False	1,223,203
20	132-005	130-000	2-005	1.5%	0-155	0.4%	78%	False	False	1,210,724
40	132-005	129-190	2-135	1.8%	0-155	0.4%	82%	False	False	647,624

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-048
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-172
2.618	133-150
1.618	132-260
1.000	132-130
0.618	132-050
HIGH	131-240
0.618	131-160
0.500	131-135
0.382	131-110
LOW	131-030
0.618	130-220
1.000	130-140
1.618	130-010
2.618	129-120
4.250	128-098

Fisher Pivots for day following 25-Mar-2013
Pivot	1 day	3 day
R1	131-168	131-168
PP	131-152	131-152
S1	131-135	131-135

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols