ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 131-020 130-090 -0-250 -0.6% 130-300
High 131-020 130-110 -0-230 -0.5% 131-140
Low 130-090 129-280 -0-130 -0.3% 130-090
Close 130-100 130-030 -0-070 -0.2% 130-100
Range 0-250 0-150 -0-100 -40.0% 1-050
ATR 0-107 0-110 0-003 2.8% 0-000
Volume 10,861 13,783 2,922 26.9% 17,969
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 131-163 131-087 130-112
R3 131-013 130-257 130-071
R2 130-183 130-183 130-058
R1 130-107 130-107 130-044 130-070
PP 130-033 130-033 130-033 130-015
S1 129-277 129-277 130-016 129-240
S2 129-203 129-203 130-002
S3 129-053 129-127 129-309
S4 128-223 128-297 129-268
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 134-047 133-123 130-304
R3 132-317 132-073 130-202
R2 131-267 131-267 130-168
R1 131-023 131-023 130-134 130-280
PP 130-217 130-217 130-217 130-185
S1 129-293 129-293 130-066 129-230
S2 129-167 129-167 130-032
S3 128-117 128-243 129-318
S4 127-067 127-193 129-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-280 1-180 1.2% 0-138 0.3% 14% False True 6,350
10 131-140 129-280 1-180 1.2% 0-107 0.3% 14% False True 5,439
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-108
2.618 131-183
1.618 131-033
1.000 130-260
0.618 130-203
HIGH 130-110
0.618 130-053
0.500 130-035
0.382 130-017
LOW 129-280
0.618 129-187
1.000 129-130
1.618 129-037
2.618 128-207
4.250 127-282
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 130-035 130-210
PP 130-033 130-150
S1 130-032 130-090

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

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