ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Day Change Summary
	Previous	Current
	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	132-040	131-155	-0-205	-0.5%	132-305
High	132-080	131-205	-0-195	-0.5%	133-020
Low	131-160	131-040	-0-120	-0.3%	131-040
Close	131-200	131-165	-0-035	-0.1%	131-165
Range	0-240	0-165	-0-075	-31.3%	1-300
ATR	0-160	0-161	0-000	0.2%	0-000
Volume	1,192,256	1,549,140	356,884	29.9%	3,820,296

Daily Pivots for day following 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-312	132-243	131-256
R3	132-147	132-078	131-210
R2	131-302	131-302	131-195
R1	131-233	131-233	131-180	131-268
PP	131-137	131-137	131-137	131-154
S1	131-068	131-068	131-150	131-102
S2	130-292	130-292	131-135
S3	130-127	130-223	131-120
S4	129-282	130-058	131-074

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-228	136-177	132-186
R3	135-248	134-197	132-016
R2	133-268	133-268	131-279
R1	132-217	132-217	131-222	132-092
PP	131-288	131-288	131-288	131-226
S1	130-237	130-237	131-108	130-112
S2	129-308	129-308	131-051
S3	128-008	128-257	130-314
S4	126-028	126-277	130-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-025	131-040	1-305	1.5%	0-175	0.4%	20%	False	True	855,618
10	133-025	131-040	1-305	1.5%	0-155	0.4%	20%	False	True	669,347
20	134-010	131-040	2-290	2.2%	0-149	0.4%	13%	False	True	805,596
40	134-010	131-040	2-290	2.2%	0-137	0.3%	13%	False	True	562,326
60	134-010	131-030	2-300	2.2%	0-133	0.3%	14%	False	False	375,404

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-266
2.618	132-317
1.618	132-152
1.000	132-050
0.618	131-307
HIGH	131-205
0.618	131-142
0.500	131-122
0.382	131-103
LOW	131-040
0.618	130-258
1.000	130-195
1.618	130-093
2.618	129-248
4.250	128-299

Fisher Pivots for day following 04-Jan-2013
Pivot	1 day	3 day
R1	131-151	131-220
PP	131-137	131-202
S1	131-122	131-183

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols