ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 131-165 131-215 0-050 0.1% 131-085
High 131-235 132-100 0-185 0.4% 131-240
Low 131-100 131-190 0-090 0.2% 131-025
Close 131-225 132-040 0-135 0.3% 131-165
Range 0-135 0-230 0-095 70.4% 0-215
ATR 0-160 0-165 0-005 3.1% 0-000
Volume 1,122,865 1,361,486 238,621 21.3% 6,140,907
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 134-053 133-277 132-166
R3 133-143 133-047 132-103
R2 132-233 132-233 132-082
R1 132-137 132-137 132-061 132-185
PP 132-003 132-003 132-003 132-028
S1 131-227 131-227 132-019 131-275
S2 131-093 131-093 131-318
S3 130-183 130-317 131-297
S4 129-273 130-087 131-234
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
5 132-100 131-030 1-070 0.9% 0-166 0.4% 85% True False 1,194,197
10 132-100 130-035 2-065 1.7% 0-174 0.4% 91% True False 1,250,744
20 132-100 130-000 2-100 1.8% 0-158 0.4% 92% True False 1,203,589
40 132-100 129-190 2-230 2.1% 0-158 0.4% 93% True False 708,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 135-118
2.618 134-062
1.618 133-152
1.000 133-010
0.618 132-242
HIGH 132-100
0.618 132-012
0.500 131-305
0.382 131-278
LOW 131-190
0.618 131-048
1.000 130-280
1.618 130-138
2.618 129-228
4.250 128-172
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 132-022 131-315
PP 132-003 131-270
S1 131-305 131-225

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

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