ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 130-230 131-175 0-265 0.6% 130-090
High 131-195 131-260 0-065 0.2% 130-270
Low 130-155 131-110 0-275 0.7% 130-000
Close 131-110 131-170 0-060 0.1% 130-235
Range 1-040 0-150 -0-210 -58.3% 0-270
ATR 0-149 0-150 0-000 0.0% 0-000
Volume 785,999 1,386,898 600,899 76.5% 648,413
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-310 132-230 131-252
R3 132-160 132-080 131-211
R2 132-010 132-010 131-198
R1 131-250 131-250 131-184 131-215
PP 131-180 131-180 131-180 131-162
S1 131-100 131-100 131-156 131-065
S2 131-030 131-030 131-142
S3 130-200 130-270 131-129
S4 130-050 130-120 131-088
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
5 131-260 130-000 1-260 1.4% 0-186 0.4% 84% True False 559,149
10 131-260 129-280 1-300 1.5% 0-157 0.4% 85% True False 290,981
20 131-260 129-190 2-070 1.7% 0-155 0.4% 87% True False 153,179
Crabel Price Patterns
NR True
NR4 False
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-258
2.618 133-013
1.618 132-183
1.000 132-090
0.618 132-033
HIGH 131-260
0.618 131-203
0.500 131-185
0.382 131-167
LOW 131-110
0.618 131-017
1.000 130-280
1.618 130-187
2.618 130-037
4.250 129-112
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 131-185 131-127
PP 131-180 131-083
S1 131-175 131-040

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

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