ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 131-070 131-195 0-125 0.3% 130-105
High 131-235 131-240 0-005 0.0% 130-310
Low 131-025 131-060 0-035 0.1% 130-015
Close 131-180 131-125 -0-055 -0.1% 130-285
Range 0-210 0-180 -0-030 -14.3% 0-295
ATR 0-162 0-163 0-001 0.8% 0-000
Volume 1,574,433 1,086,953 -487,480 -31.0% 5,483,509
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-042 132-263 131-224
R3 132-182 132-083 131-174
R2 132-002 132-002 131-158
R1 131-223 131-223 131-142 131-182
PP 131-142 131-142 131-142 131-121
S1 131-043 131-043 131-108 131-002
S2 130-282 130-282 131-092
S3 130-102 130-183 131-076
S4 129-242 130-003 131-026
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
5 131-240 130-035 1-205 1.2% 0-181 0.4% 78% True False 1,307,291
10 131-240 130-000 1-240 1.3% 0-176 0.4% 79% True False 1,276,718
20 132-005 130-000 2-005 1.5% 0-164 0.4% 69% False False 1,105,291
40 132-005 129-190 2-135 1.8% 0-154 0.4% 74% False False 560,815
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-045
2.618 133-071
1.618 132-211
1.000 132-100
0.618 132-031
HIGH 131-240
0.618 131-171
0.500 131-150
0.382 131-129
LOW 131-060
0.618 130-269
1.000 130-200
1.618 130-089
2.618 129-229
4.250 128-255
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 131-150 131-132
PP 131-142 131-130
S1 131-133 131-128

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

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