ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 04-Apr-2013

Day Change Summary
	Previous	Current
	03-Apr-2013	04-Apr-2013	Change	Change %	Previous Week
Open	132-000	132-145	0-145	0.3%	131-145
High	132-170	132-280	0-110	0.3%	132-110
Low	131-265	132-105	0-160	0.4%	131-030
Close	132-130	132-270	0-140	0.3%	131-315
Range	0-225	0-175	-0-050	-22.2%	1-080
ATR	0-164	0-165	0-001	0.5%	0-000
Volume	1,314,995	1,620,438	305,443	23.2%	4,960,534

Daily Pivots for day following 04-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-103	134-042	133-046
R3	133-248	133-187	132-318
R2	133-073	133-073	132-302
R1	133-012	133-012	132-286	133-042
PP	132-218	132-218	132-218	132-234
S1	132-157	132-157	132-254	132-188
S2	132-043	132-043	132-238
S3	131-188	131-302	132-222
S4	131-013	131-127	132-174

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-178	135-007	132-215
R3	134-098	133-247	132-105
R2	133-018	133-018	132-068
R1	132-167	132-167	132-032	132-252
PP	131-258	131-258	131-258	131-301
S1	131-087	131-087	131-278	131-172
S2	130-178	130-178	131-242
S3	129-098	130-007	131-205
S4	128-018	128-247	131-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-280	131-235	1-045	0.9%	0-164	0.4%	97%	True	False	1,091,759
10	132-280	131-030	1-250	1.3%	0-165	0.4%	98%	True	False	1,142,978
20	132-280	130-000	2-280	2.2%	0-170	0.4%	99%	True	False	1,209,848
40	132-280	129-280	3-000	2.3%	0-154	0.4%	99%	True	False	843,561
60	132-280	129-190	3-090	2.5%	0-142	0.3%	99%	True	False	565,065

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-064
2.618	134-098
1.618	133-243
1.000	133-135
0.618	133-068
HIGH	132-280
0.618	132-213
0.500	132-192
0.382	132-172
LOW	132-105
0.618	131-317
1.000	131-250
1.618	131-142
2.618	130-287
4.250	130-001

Fisher Pivots for day following 04-Apr-2013
Pivot	1 day	3 day
R1	132-244	132-218
PP	132-218	132-165
S1	132-192	132-112

Download as Excel Spreadsheet

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

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