ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 132-305 131-300 -1-005 -0.8% 132-125
High 133-020 132-075 -0-265 -0.6% 133-025
Low 132-100 131-285 -0-135 -0.3% 132-080
Close 132-250 132-045 -0-205 -0.5% 132-305
Range 0-240 0-110 -0-130 -54.2% 0-265
ATR 0-144 0-154 0-010 7.0% 0-000
Volume 327,518 751,382 423,864 129.4% 1,208,943
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-038 132-312 132-106
R3 132-248 132-202 132-075
R2 132-138 132-138 132-065
R1 132-092 132-092 132-055 132-115
PP 132-028 132-028 132-028 132-040
S1 131-302 131-302 132-035 132-005
S2 131-238 131-238 132-025
S3 131-128 131-192 132-015
S4 131-018 131-082 131-304
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-078 134-297 133-131
R3 134-133 134-032 133-058
R2 133-188 133-188 133-034
R1 133-087 133-087 133-009 133-138
PP 132-243 132-243 132-243 132-269
S1 132-142 132-142 132-281 132-192
S2 131-298 131-298 132-256
S3 131-033 131-197 132-232
S4 130-088 130-252 132-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-025 131-285 1-060 0.9% 0-161 0.4% 21% False True 442,663
10 133-025 131-255 1-090 1.0% 0-148 0.4% 27% False False 628,093
20 134-010 131-255 2-075 1.7% 0-141 0.3% 15% False False 750,797
40 134-010 131-255 2-075 1.7% 0-134 0.3% 15% False False 494,051
60 134-010 131-030 2-300 2.2% 0-127 0.3% 36% False False 329,715
Crabel Price Patterns
NR True
NR4 True
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 0-030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-222
2.618 133-043
1.618 132-253
1.000 132-185
0.618 132-143
HIGH 132-075
0.618 132-033
0.500 132-020
0.382 132-007
LOW 131-285
0.618 131-217
1.000 131-175
1.618 131-107
2.618 130-317
4.250 130-138
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 132-037 132-155
PP 132-028 132-118
S1 132-020 132-082

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

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