ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 11-Jan-2013

Day Change Summary
	Previous	Current
	10-Jan-2013	11-Jan-2013	Change	Change %	Previous Week
Open	132-000	131-220	-0-100	-0.2%	131-175
High	132-000	132-005	0-005	0.0%	132-040
Low	131-195	131-145	-0-050	-0.1%	131-145
Close	131-230	131-290	0-060	0.1%	131-290
Range	0-125	0-180	0-055	44.0%	0-215
ATR	0-151	0-153	0-002	1.4%	0-000
Volume	1,291,330	1,117,422	-173,908	-13.5%	4,886,688

Daily Pivots for day following 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-153	133-082	132-069
R3	132-293	132-222	132-020
R2	132-113	132-113	132-003
R1	132-042	132-042	131-306	132-078
PP	131-253	131-253	131-253	131-271
S1	131-182	131-182	131-274	131-218
S2	131-073	131-073	131-257
S3	130-213	131-002	131-240
S4	130-033	130-142	131-191

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-270	133-175	132-088
R3	133-055	132-280	132-029
R2	132-160	132-160	132-009
R1	132-065	132-065	131-310	132-112
PP	131-265	131-265	131-265	131-289
S1	131-170	131-170	131-270	131-218
S2	131-050	131-050	131-251
S3	130-155	130-275	131-231
S4	129-260	130-060	131-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-040	131-145	0-215	0.5%	0-130	0.3%	67%	False	True	977,337
10	133-025	131-040	1-305	1.5%	0-152	0.4%	40%	False	False	916,478
20	133-055	131-040	2-015	1.6%	0-149	0.4%	38%	False	False	845,100
40	134-010	131-040	2-290	2.2%	0-133	0.3%	27%	False	False	683,717
60	134-010	131-030	2-300	2.2%	0-135	0.3%	28%	False	False	456,840
80	134-010	131-030	2-300	2.2%	0-115	0.3%	28%	False	False	342,642

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134-130
2.618	133-156
1.618	132-296
1.000	132-185
0.618	132-116
HIGH	132-005
0.618	131-256
0.500	131-235
0.382	131-214
LOW	131-145
0.618	131-034
1.000	130-285
1.618	130-174
2.618	129-314
4.250	129-020

Fisher Pivots for day following 11-Jan-2013
Pivot	1 day	3 day
R1	131-272	131-278
PP	131-253	131-265
S1	131-235	131-252

Download as Excel Spreadsheet

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

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