ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 131-060 131-080 0-020 0.0% 130-170
High 131-080 131-080 0-000 0.0% 131-010
Low 131-060 130-260 -0-120 -0.3% 130-140
Close 131-080 130-260 -0-140 -0.3% 130-270
Range 0-020 0-140 0-120 600.0% 0-190
ATR
Volume 3,997 1,956 -2,041 -51.1% 15,379
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-087 131-313 131-017
R3 131-267 131-173 130-298
R2 131-127 131-127 130-286
R1 131-033 131-033 130-273 131-010
PP 130-307 130-307 130-307 130-295
S1 130-213 130-213 130-247 130-190
S2 130-167 130-167 130-234
S3 130-027 130-073 130-222
S4 129-207 129-253 130-183
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-177 132-093 131-054
R3 131-307 131-223 131-002
R2 131-117 131-117 130-305
R1 131-033 131-033 130-287 131-075
PP 130-247 130-247 130-247 130-268
S1 130-163 130-163 130-253 130-205
S2 130-057 130-057 130-235
S3 129-187 129-293 130-218
S4 128-317 129-103 130-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-110 130-140 0-290 0.7% 0-074 0.2% 41% False False 3,792
10 131-110 130-100 1-010 0.8% 0-050 0.1% 48% False False 3,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 133-035
2.618 132-127
1.618 131-307
1.000 131-220
0.618 131-167
HIGH 131-080
0.618 131-027
0.500 131-010
0.382 130-313
LOW 130-260
0.618 130-173
1.000 130-120
1.618 130-033
2.618 129-213
4.250 128-305
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 131-010 131-025
PP 130-307 130-317
S1 130-283 130-288

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

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