ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 131-085 131-070 -0-015 0.0% 130-105
High 131-215 131-235 0-020 0.0% 130-310
Low 131-035 131-025 -0-010 0.0% 130-015
Close 131-065 131-180 0-115 0.3% 130-285
Range 0-180 0-210 0-030 16.7% 0-295
ATR 0-158 0-162 0-004 2.3% 0-000
Volume 1,349,530 1,574,433 224,903 16.7% 5,483,509
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-137 133-048 131-296
R3 132-247 132-158 131-238
R2 132-037 132-037 131-218
R1 131-268 131-268 131-199 131-312
PP 131-147 131-147 131-147 131-169
S1 131-058 131-058 131-161 131-102
S2 130-257 130-257 131-142
S3 130-047 130-168 131-122
S4 129-157 129-278 131-064
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-128 133-022 131-127
R3 132-153 132-047 131-046
R2 131-178 131-178 131-019
R1 131-072 131-072 130-312 131-125
PP 130-203 130-203 130-203 130-230
S1 130-097 130-097 130-258 130-150
S2 129-228 129-228 130-231
S3 128-253 129-122 130-204
S4 127-278 128-147 130-123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-035 1-200 1.2% 0-172 0.4% 89% True False 1,342,265
10 131-235 130-000 1-235 1.3% 0-171 0.4% 90% True False 1,273,474
20 132-005 130-000 2-005 1.5% 0-162 0.4% 78% False False 1,052,487
40 132-005 129-190 2-135 1.8% 0-152 0.4% 81% False False 533,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-168
2.618 133-145
1.618 132-255
1.000 132-125
0.618 132-045
HIGH 131-235
0.618 131-155
0.500 131-130
0.382 131-105
LOW 131-025
0.618 130-215
1.000 130-135
1.618 130-005
2.618 129-115
4.250 128-092
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 131-163 131-127
PP 131-147 131-073
S1 131-130 131-020

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

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