ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 131-135 131-200 0-065 0.2% 130-230
High 131-230 131-290 0-060 0.1% 131-290
Low 131-135 131-180 0-045 0.1% 130-155
Close 131-175 131-250 0-075 0.2% 131-250
Range 0-095 0-110 0-015 15.8% 1-135
ATR 0-146 0-143 -0-002 -1.5% 0-000
Volume 1,317,092 1,246,212 -70,880 -5.4% 5,976,356
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-250 132-200 131-310
R3 132-140 132-090 131-280
R2 132-030 132-030 131-270
R1 131-300 131-300 131-260 132-005
PP 131-240 131-240 131-240 131-252
S1 131-190 131-190 131-240 131-215
S2 131-130 131-130 131-230
S3 131-020 131-080 131-220
S4 130-230 130-290 131-190
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 135-210 135-045 132-180
R3 134-075 133-230 132-055
R2 132-260 132-260 132-013
R1 132-095 132-095 131-292 132-178
PP 131-125 131-125 131-125 131-166
S1 130-280 130-280 131-208 131-042
S2 129-310 129-310 131-167
S3 128-175 129-145 131-125
S4 127-040 128-010 131-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-290 130-155 1-135 1.1% 0-173 0.4% 91% True False 1,195,271
10 131-290 130-000 1-290 1.4% 0-154 0.4% 93% True False 663,834
20 131-290 129-190 2-100 1.8% 0-156 0.4% 95% True False 340,892
40 131-290 129-190 2-100 1.8% 0-122 0.3% 95% True False 173,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-118
2.618 132-258
1.618 132-148
1.000 132-080
0.618 132-038
HIGH 131-290
0.618 131-248
0.500 131-235
0.382 131-222
LOW 131-180
0.618 131-112
1.000 131-070
1.618 131-002
2.618 130-212
4.250 130-032
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 131-245 131-235
PP 131-240 131-220
S1 131-235 131-205

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

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