ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 129-220 130-140 0-240 0.6% 130-090
High 130-170 130-150 -0-020 0.0% 130-210
Low 129-190 130-000 0-130 0.3% 129-250
Close 130-110 130-020 -0-090 -0.2% 129-310
Range 0-300 0-150 -0-150 -50.0% 0-280
ATR 0-135 0-136 0-001 0.8% 0-000
Volume 10,458 22,451 11,993 114.7% 72,761
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 131-187 131-093 130-102
R3 131-037 130-263 130-061
R2 130-207 130-207 130-048
R1 130-113 130-113 130-034 130-085
PP 130-057 130-057 130-057 130-042
S1 129-283 129-283 130-006 129-255
S2 129-227 129-227 129-312
S3 129-077 129-133 129-299
S4 128-247 128-303 129-258
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% 0-196 0.5% 44% False False 13,022
10 131-140 129-190 1-270 1.4% 0-163 0.4% 25% False False 11,994
20 131-140 129-190 1-270 1.4% 0-117 0.3% 25% False False 8,073
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-148
2.618 131-223
1.618 131-073
1.000 130-300
0.618 130-243
HIGH 130-150
0.618 130-093
0.500 130-075
0.382 130-057
LOW 130-000
0.618 129-227
1.000 129-170
1.618 129-077
2.618 128-247
4.250 128-002
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 130-075 130-040
PP 130-057 130-033
S1 130-038 130-027

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

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