ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 131-215 132-040 0-145 0.3% 131-085
High 132-100 132-110 0-010 0.0% 131-240
Low 131-190 131-285 0-095 0.2% 131-025
Close 132-040 131-315 -0-045 -0.1% 131-165
Range 0-230 0-145 -0-085 -37.0% 0-215
ATR 0-165 0-164 -0-001 -0.9% 0-000
Volume 1,361,486 1,119,537 -241,949 -17.8% 6,140,907
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-138 133-052 132-075
R3 132-313 132-227 132-035
R2 132-168 132-168 132-022
R1 132-082 132-082 132-008 132-052
PP 132-023 132-023 132-023 132-009
S1 131-257 131-257 131-302 131-228
S2 131-198 131-198 131-288
S3 131-053 131-112 131-275
S4 130-228 130-287 131-235
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
5 132-110 131-030 1-080 0.9% 0-170 0.4% 71% True False 1,194,129
10 132-110 130-125 1-305 1.5% 0-173 0.4% 82% True False 1,234,098
20 132-110 130-000 2-110 1.8% 0-161 0.4% 85% True False 1,193,711
40 132-110 129-190 2-240 2.1% 0-158 0.4% 87% True False 736,294
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-086
2.618 133-170
1.618 133-025
1.000 132-255
0.618 132-200
HIGH 132-110
0.618 132-055
0.500 132-038
0.382 132-020
LOW 131-285
0.618 131-195
1.000 131-140
1.618 131-050
2.618 130-225
4.250 129-309
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 132-038 131-298
PP 132-023 131-282
S1 132-009 131-265

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

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