ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 130-195 130-230 0-035 0.1% 130-090
High 130-260 131-195 0-255 0.6% 130-270
Low 130-140 130-155 0-015 0.0% 130-000
Close 130-235 131-110 0-195 0.5% 130-235
Range 0-120 1-040 0-240 200.0% 0-270
ATR 0-133 0-149 0-016 12.1% 0-000
Volume 516,931 785,999 269,068 52.1% 648,413
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 134-167 134-018 131-308
R3 133-127 132-298 131-209
R2 132-087 132-087 131-176
R1 131-258 131-258 131-143 132-012
PP 131-047 131-047 131-047 131-084
S1 130-218 130-218 131-077 130-292
S2 130-007 130-007 131-044
S3 128-287 129-178 131-011
S4 127-247 128-138 130-232
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-018 132-237 131-064
R3 132-068 131-287 130-309
R2 131-118 131-118 130-284
R1 131-017 131-017 130-260 131-068
PP 130-168 130-168 130-168 130-194
S1 130-067 130-067 130-210 130-118
S2 129-218 129-218 130-186
S3 128-268 129-117 130-161
S4 127-318 128-167 130-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-195 130-000 1-195 1.2% 0-180 0.4% 83% True False 286,882
10 131-195 129-280 1-235 1.3% 0-149 0.4% 85% True False 153,407
20 131-195 129-190 2-005 1.5% 0-155 0.4% 87% True False 84,524
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 0-034
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 136-125
2.618 134-177
1.618 133-137
1.000 132-235
0.618 132-097
HIGH 131-195
0.618 131-057
0.500 131-015
0.382 130-293
LOW 130-155
0.618 129-253
1.000 129-115
1.618 128-213
2.618 127-173
4.250 125-225
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 131-078 131-069
PP 131-047 131-028
S1 131-015 130-308

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

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