ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 130-090 130-050 -0-040 -0.1% 130-180
High 130-170 130-130 -0-040 -0.1% 130-190
Low 130-050 130-000 -0-050 -0.1% 129-280
Close 130-060 130-100 0-040 0.1% 130-130
Range 0-120 0-130 0-010 8.3% 0-230
ATR 0-132 0-132 0-000 -0.1% 0-000
Volume 25,561 30,868 5,307 20.8% 99,660
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 131-147 131-093 130-172
R3 131-017 130-283 130-136
R2 130-207 130-207 130-124
R1 130-153 130-153 130-112 130-180
PP 130-077 130-077 130-077 130-090
S1 130-023 130-023 130-088 130-050
S2 129-267 129-267 130-076
S3 129-137 129-213 130-064
S4 129-007 129-083 130-028
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% 0-136 0.3% 67% False False 24,921
10 130-240 129-280 0-280 0.7% 0-124 0.3% 50% False False 20,683
20 131-140 129-190 1-270 1.4% 0-144 0.3% 39% False False 16,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-042
2.618 131-150
1.618 131-020
1.000 130-260
0.618 130-210
HIGH 130-130
0.618 130-080
0.500 130-065
0.382 130-050
LOW 130-000
0.618 129-240
1.000 129-190
1.618 129-110
2.618 128-300
4.250 128-088
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 130-088 130-095
PP 130-077 130-090
S1 130-065 130-085

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

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