ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 131-080 131-130 0-050 0.1% 131-010
High 131-100 131-140 0-040 0.1% 131-110
Low 131-070 131-000 -0-070 -0.2% 130-230
Close 131-080 131-060 -0-020 0.0% 131-030
Range 0-030 0-140 0-110 366.7% 0-200
ATR 0-090 0-093 0-004 4.0% 0-000
Volume 2,973 438 -2,535 -85.3% 22,639
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-167 132-093 131-137
R3 132-027 131-273 131-098
R2 131-207 131-207 131-086
R1 131-133 131-133 131-073 131-100
PP 131-067 131-067 131-067 131-050
S1 130-313 130-313 131-047 130-280
S2 130-247 130-247 131-034
S3 130-107 130-173 131-022
S4 129-287 130-033 130-303
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-297 132-203 131-140
R3 132-097 132-003 131-085
R2 131-217 131-217 131-067
R1 131-123 131-123 131-048 131-170
PP 131-017 131-017 131-017 131-040
S1 130-243 130-243 131-012 130-290
S2 130-137 130-137 130-313
S3 129-257 130-043 130-295
S4 129-057 129-163 130-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-230 0-230 0.5% 0-114 0.3% 65% True False 3,039
10 131-140 130-140 1-000 0.8% 0-081 0.2% 75% True False 4,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-095
2.618 132-187
1.618 132-047
1.000 131-280
0.618 131-227
HIGH 131-140
0.618 131-087
0.500 131-070
0.382 131-053
LOW 131-000
0.618 130-233
1.000 130-180
1.618 130-093
2.618 129-273
4.250 129-045
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 131-070 131-057
PP 131-067 131-053
S1 131-063 131-050

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

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