ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 10-Jan-2013

Day Change Summary
	Previous	Current
	09-Jan-2013	10-Jan-2013	Change	Change %	Previous Week
Open	131-260	132-000	0-060	0.1%	132-305
High	132-040	132-000	-0-040	-0.1%	133-020
Low	131-215	131-195	-0-020	0.0%	131-040
Close	132-020	131-230	-0-110	-0.3%	131-165
Range	0-145	0-125	-0-020	-13.8%	1-300
ATR	0-152	0-151	0-000	-0.3%	0-000
Volume	967,862	1,291,330	323,468	33.4%	3,820,296

Daily Pivots for day following 10-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-303	132-232	131-299
R3	132-178	132-107	131-264
R2	132-053	132-053	131-253
R1	131-302	131-302	131-241	131-275
PP	131-248	131-248	131-248	131-235
S1	131-177	131-177	131-219	131-150
S2	131-123	131-123	131-207
S3	130-318	131-052	131-196
S4	130-193	130-247	131-161

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	132-040	131-040	1-000	0.8%	0-127	0.3%	59%	False	False	1,063,681
10	133-025	131-040	1-305	1.5%	0-157	0.4%	30%	False	False	861,213
20	133-175	131-040	2-135	1.8%	0-150	0.4%	25%	False	False	849,609
40	134-010	131-040	2-290	2.2%	0-132	0.3%	20%	False	False	655,798
60	134-010	131-030	2-300	2.2%	0-133	0.3%	21%	False	False	438,216
80	134-010	131-030	2-300	2.2%	0-113	0.3%	21%	False	False	328,674

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-211
2.618	133-007
1.618	132-202
1.000	132-125
0.618	132-077
HIGH	132-000
0.618	131-272
0.500	131-258
0.382	131-243
LOW	131-195
0.618	131-118
1.000	131-070
1.618	130-313
2.618	130-188
4.250	129-304

Fisher Pivots for day following 10-Jan-2013
Pivot	1 day	3 day
R1	131-258	131-268
PP	131-248	131-255
S1	131-239	131-242

Download as Excel Spreadsheet

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

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