ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 17-Jan-2013

Day Change Summary
	Previous	Current
	16-Jan-2013	17-Jan-2013	Change	Change %	Previous Week
Open	132-065	132-100	0-035	0.1%	131-175
High	132-150	132-155	0-005	0.0%	132-040
Low	132-055	131-240	-0-135	-0.3%	131-145
Close	132-095	131-280	-0-135	-0.3%	131-290
Range	0-095	0-235	0-140	147.4%	0-215
ATR	0-145	0-151	0-006	4.4%	0-000
Volume	798,163	1,294,206	496,043	62.1%	4,886,688

Daily Pivots for day following 17-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-077	133-253	132-089
R3	133-162	133-018	132-025
R2	132-247	132-247	132-003
R1	132-103	132-103	131-302	132-058
PP	132-012	132-012	132-012	131-309
S1	131-188	131-188	131-258	131-142
S2	131-097	131-097	131-237
S3	130-182	130-273	131-215
S4	129-267	130-038	131-151

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	132-155	131-145	1-010	0.8%	0-150	0.4%	41%	True	False	1,012,404
10	132-155	131-040	1-115	1.0%	0-138	0.3%	55%	True	False	1,038,042
20	133-025	131-040	1-305	1.5%	0-146	0.3%	38%	False	False	832,823
40	134-010	131-040	2-290	2.2%	0-137	0.3%	26%	False	False	780,851
60	134-010	131-030	2-300	2.2%	0-136	0.3%	27%	False	False	522,548
80	134-010	131-030	2-300	2.2%	0-121	0.3%	27%	False	False	391,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	135-194
2.618	134-130
1.618	133-215
1.000	133-070
0.618	132-300
HIGH	132-155
0.618	132-065
0.500	132-038
0.382	132-010
LOW	131-240
0.618	131-095
1.000	131-005
1.618	130-180
2.618	129-265
4.250	128-201

Fisher Pivots for day following 17-Jan-2013
Pivot	1 day	3 day
R1	132-038	132-038
PP	132-012	132-012
S1	131-306	131-306

Download as Excel Spreadsheet

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

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