ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 130-120 130-090 -0-030 -0.1% 130-180
High 130-170 130-170 0-000 0.0% 130-190
Low 130-040 130-050 0-010 0.0% 129-280
Close 130-130 130-060 -0-070 -0.2% 130-130
Range 0-130 0-120 -0-010 -7.7% 0-230
ATR 0-133 0-132 -0-001 -0.7% 0-000
Volume 13,577 25,561 11,984 88.3% 99,660
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 131-133 131-057 130-126
R3 131-013 130-257 130-093
R2 130-213 130-213 130-082
R1 130-137 130-137 130-071 130-115
PP 130-093 130-093 130-093 130-082
S1 130-017 130-017 130-049 129-315
S2 129-293 129-293 130-038
S3 129-173 129-217 130-027
S4 129-053 129-097 129-314
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-143 132-047 130-256
R3 131-233 131-137 130-193
R2 131-003 131-003 130-172
R1 130-227 130-227 130-151 130-160
PP 130-093 130-093 130-093 130-060
S1 129-317 129-317 130-109 129-250
S2 129-183 129-183 130-088
S3 128-273 129-087 130-067
S4 128-043 128-177 130-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-170 129-280 0-210 0.5% 0-128 0.3% 48% True False 22,813
10 130-240 129-280 0-280 0.7% 0-126 0.3% 36% False False 19,841
20 131-140 129-190 1-270 1.4% 0-143 0.3% 32% False False 14,980
Crabel Price Patterns
NR True
NR4 True
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 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-040
2.618 131-164
1.618 131-044
1.000 130-290
0.618 130-244
HIGH 130-170
0.618 130-124
0.500 130-110
0.382 130-096
LOW 130-050
0.618 129-296
1.000 129-250
1.618 129-176
2.618 129-056
4.250 128-180
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 130-110 130-070
PP 130-093 130-067
S1 130-077 130-063

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

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