ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 09-Jan-2013

Day Change Summary
	Previous	Current
	08-Jan-2013	09-Jan-2013	Change	Change %	Previous Week
Open	131-200	131-260	0-060	0.1%	132-305
High	131-290	132-040	0-070	0.2%	133-020
Low	131-175	131-215	0-040	0.1%	131-040
Close	131-275	132-020	0-065	0.2%	131-165
Range	0-115	0-145	0-030	26.1%	1-300
ATR	0-152	0-152	-0-001	-0.3%	0-000
Volume	829,629	967,862	138,233	16.7%	3,820,296

Daily Pivots for day following 09-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-100	133-045	132-100
R3	132-275	132-220	132-060
R2	132-130	132-130	132-047
R1	132-075	132-075	132-033	132-102
PP	131-305	131-305	131-305	131-319
S1	131-250	131-250	132-007	131-278
S2	131-160	131-160	131-313
S3	131-015	131-105	131-300
S4	130-190	130-280	131-260

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%	0-150	0.4%	83%	False	False	1,043,866
10	133-025	131-040	1-305	1.5%	0-156	0.4%	48%	False	False	743,264
20	133-220	131-040	2-180	1.9%	0-150	0.4%	37%	False	False	815,157
40	134-010	131-040	2-290	2.2%	0-130	0.3%	32%	False	False	623,800
60	134-010	131-030	2-300	2.2%	0-132	0.3%	33%	False	False	416,699

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	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-016
2.618	133-100
1.618	132-275
1.000	132-185
0.618	132-130
HIGH	132-040
0.618	131-305
0.500	131-288
0.382	131-270
LOW	131-215
0.618	131-125
1.000	131-070
1.618	130-300
2.618	130-155
4.250	129-239

Fisher Pivots for day following 09-Jan-2013
Pivot	1 day	3 day
R1	132-002	131-313
PP	131-305	131-287
S1	131-288	131-260

Download as Excel Spreadsheet

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

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