ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 08-Jan-2013

Day Change Summary
	Previous	Current
	07-Jan-2013	08-Jan-2013	Change	Change %	Previous Week
Open	131-175	131-200	0-025	0.1%	132-305
High	131-245	131-290	0-045	0.1%	133-020
Low	131-160	131-175	0-015	0.0%	131-040
Close	131-185	131-275	0-090	0.2%	131-165
Range	0-085	0-115	0-030	35.3%	1-300
ATR	0-155	0-152	-0-003	-1.9%	0-000
Volume	680,445	829,629	149,184	21.9%	3,820,296

Daily Pivots for day following 08-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-272	132-228	132-018
R3	132-157	132-113	131-307
R2	132-042	132-042	131-296
R1	131-318	131-318	131-286	132-020
PP	131-247	131-247	131-247	131-258
S1	131-203	131-203	131-264	131-225
S2	131-132	131-132	131-254
S3	131-017	131-088	131-243
S4	130-222	130-293	131-212

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	132-080	131-040	1-040	0.9%	0-143	0.3%	65%	False	False	1,000,570
10	133-025	131-040	1-305	1.5%	0-148	0.4%	38%	False	False	653,931
20	133-265	131-040	2-225	2.1%	0-147	0.3%	27%	False	False	792,831
40	134-010	131-040	2-290	2.2%	0-130	0.3%	25%	False	False	599,778
60	134-010	131-030	2-300	2.2%	0-131	0.3%	26%	False	False	400,569

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-139
2.618	132-271
1.618	132-156
1.000	132-085
0.618	132-041
HIGH	131-290
0.618	131-246
0.500	131-232
0.382	131-219
LOW	131-175
0.618	131-104
1.000	131-060
1.618	130-309
2.618	130-194
4.250	130-006

Fisher Pivots for day following 08-Jan-2013
Pivot	1 day	3 day
R1	131-261	131-238
PP	131-247	131-202
S1	131-232	131-165

Download as Excel Spreadsheet

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

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