ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	132-305	131-300	-1-005	-0.8%	132-125
High	133-020	132-075	-0-265	-0.6%	133-025
Low	132-100	131-285	-0-135	-0.3%	132-080
Close	132-250	132-045	-0-205	-0.5%	132-305
Range	0-240	0-110	-0-130	-54.2%	0-265
ATR	0-144	0-154	0-010	7.0%	0-000
Volume	327,518	751,382	423,864	129.4%	1,208,943

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-038	132-312	132-106
R3	132-248	132-202	132-075
R2	132-138	132-138	132-065
R1	132-092	132-092	132-055	132-115
PP	132-028	132-028	132-028	132-040
S1	131-302	131-302	132-035	132-005
S2	131-238	131-238	132-025
S3	131-128	131-192	132-015
S4	131-018	131-082	131-304

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-078	134-297	133-131
R3	134-133	134-032	133-058
R2	133-188	133-188	133-034
R1	133-087	133-087	133-009	133-138
PP	132-243	132-243	132-243	132-269
S1	132-142	132-142	132-281	132-192
S2	131-298	131-298	132-256
S3	131-033	131-197	132-232
S4	130-088	130-252	132-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-025	131-285	1-060	0.9%	0-161	0.4%	21%	False	True	442,663
10	133-025	131-255	1-090	1.0%	0-148	0.4%	27%	False	False	628,093
20	134-010	131-255	2-075	1.7%	0-141	0.3%	15%	False	False	750,797
40	134-010	131-255	2-075	1.7%	0-134	0.3%	15%	False	False	494,051
60	134-010	131-030	2-300	2.2%	0-127	0.3%	36%	False	False	329,715

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	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-222
2.618	133-043
1.618	132-253
1.000	132-185
0.618	132-143
HIGH	132-075
0.618	132-033
0.500	132-020
0.382	132-007
LOW	131-285
0.618	131-217
1.000	131-175
1.618	131-107
2.618	130-317
4.250	130-138

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	132-037	132-155
PP	132-028	132-118
S1	132-020	132-082

Download as Excel Spreadsheet

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

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