ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 130-010 130-070 0-060 0.1% 130-300
High 130-080 130-120 0-040 0.1% 131-140
Low 129-260 130-010 0-070 0.2% 130-090
Close 130-020 130-050 0-030 0.1% 130-100
Range 0-140 0-110 -0-030 -21.4% 1-050
ATR 0-110 0-110 0-000 0.0% 0-000
Volume 16,523 5,907 -10,616 -64.2% 17,969
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 131-070 131-010 130-110
R3 130-280 130-220 130-080
R2 130-170 130-170 130-070
R1 130-110 130-110 130-060 130-085
PP 130-060 130-060 130-060 130-048
S1 130-000 130-000 130-040 129-295
S2 129-270 129-270 130-030
S3 129-160 129-210 130-020
S4 129-050 129-100 129-310
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
5 131-020 129-260 1-080 1.0% 0-146 0.4% 28% False False 14,770
10 131-140 129-260 1-200 1.2% 0-130 0.3% 21% False False 8,905
20 131-140 129-260 1-200 1.2% 0-088 0.2% 21% False False 5,949
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-268
2.618 131-088
1.618 130-298
1.000 130-230
0.618 130-188
HIGH 130-120
0.618 130-078
0.500 130-065
0.382 130-052
LOW 130-010
0.618 129-262
1.000 129-220
1.618 129-152
2.618 129-042
4.250 128-182
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 130-065 130-043
PP 130-060 130-037
S1 130-055 130-030

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

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