ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	131-290	132-030	0-060	0.1%	131-175
High	132-075	132-130	0-055	0.1%	132-040
Low	131-275	132-010	0-055	0.1%	131-145
Close	132-010	132-085	0-075	0.2%	131-290
Range	0-120	0-120	0-000	0.0%	0-215
ATR	0-151	0-149	-0-002	-1.5%	0-000
Volume	787,313	1,064,919	277,606	35.3%	4,886,688

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-115	133-060	132-151
R3	132-315	132-260	132-118
R2	132-195	132-195	132-107
R1	132-140	132-140	132-096	132-168
PP	132-075	132-075	132-075	132-089
S1	132-020	132-020	132-074	132-048
S2	131-275	131-275	132-063
S3	131-155	131-220	132-052
S4	131-035	131-100	132-019

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	132-130	131-145	0-305	0.7%	0-138	0.3%	85%	True	False	1,045,769
10	132-130	131-040	1-090	1.0%	0-140	0.3%	89%	True	False	1,023,169
20	133-025	131-040	1-305	1.5%	0-147	0.3%	58%	False	False	829,311
40	134-010	131-040	2-290	2.2%	0-134	0.3%	39%	False	False	729,503
60	134-010	131-030	2-300	2.2%	0-135	0.3%	40%	False	False	487,703
80	134-010	131-030	2-300	2.2%	0-118	0.3%	40%	False	False	365,795

Crabel Price Patterns
NR	False
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	0-030

Fibonacci Retracements and Extensions
4.250	134-000
2.618	133-124
1.618	133-004
1.000	132-250
0.618	132-204
HIGH	132-130
0.618	132-084
0.500	132-070
0.382	132-056
LOW	132-010
0.618	131-256
1.000	131-210
1.618	131-136
2.618	131-016
4.250	130-140

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	132-080	132-049
PP	132-075	132-013
S1	132-070	131-298

Download as Excel Spreadsheet

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

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