ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 130-010 129-220 -0-110 -0.3% 130-090
High 130-210 130-170 -0-040 -0.1% 130-210
Low 129-250 129-190 -0-060 -0.1% 129-250
Close 129-310 130-110 0-120 0.3% 129-310
Range 0-280 0-300 0-020 7.1% 0-280
ATR 0-123 0-135 0-013 10.3% 0-000
Volume 9,771 10,458 687 7.0% 72,761
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-310 132-190 130-275
R3 132-010 131-210 130-192
R2 131-030 131-030 130-165
R1 130-230 130-230 130-138 130-290
PP 130-050 130-050 130-050 130-080
S1 129-250 129-250 130-082 129-310
S2 129-070 129-070 130-055
S3 128-090 128-270 130-028
S4 127-110 127-290 129-265
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-243 132-077 130-144
R3 131-283 131-117 130-067
R2 131-003 131-003 130-041
R1 130-157 130-157 130-016 130-100
PP 130-043 130-043 130-043 130-015
S1 129-197 129-197 129-284 129-140
S2 129-083 129-083 129-259
S3 128-123 128-237 129-233
S4 127-163 127-277 129-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-210 129-190 1-020 0.8% 0-182 0.4% 71% False True 13,887
10 131-140 129-190 1-270 1.4% 0-160 0.4% 41% False True 10,118
20 131-140 129-190 1-270 1.4% 0-110 0.3% 41% False True 6,960
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 0-031
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 134-165
2.618 132-315
1.618 132-015
1.000 131-150
0.618 131-035
HIGH 130-170
0.618 130-055
0.500 130-020
0.382 129-305
LOW 129-190
0.618 129-005
1.000 128-210
1.618 128-025
2.618 127-045
4.250 125-195
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 130-080 130-087
PP 130-050 130-063
S1 130-020 130-040

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

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