ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 22-Jan-2013

Day Change Summary
	Previous	Current
	18-Jan-2013	22-Jan-2013	Change	Change %	Previous Week
Open	131-265	132-040	0-095	0.2%	131-290
High	132-075	132-110	0-035	0.1%	132-155
Low	131-220	131-280	0-060	0.1%	131-220
Close	132-045	132-085	0-040	0.1%	132-045
Range	0-175	0-150	-0-025	-14.3%	0-255
ATR	0-153	0-153	0-000	-0.1%	0-000
Volume	968,424	1,136,588	168,164	17.4%	4,913,025

Daily Pivots for day following 22-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-182	133-123	132-168
R3	133-032	132-293	132-126
R2	132-202	132-202	132-112
R1	132-143	132-143	132-099	132-172
PP	132-052	132-052	132-052	132-066
S1	131-313	131-313	132-071	132-022
S2	131-222	131-222	132-058
S3	131-072	131-163	132-044
S4	130-242	131-013	132-002

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-158	134-037	132-185
R3	133-223	133-102	132-115
R2	132-288	132-288	132-092
R1	132-167	132-167	132-068	132-228
PP	132-033	132-033	132-033	132-064
S1	131-232	131-232	132-022	131-292
S2	131-098	131-098	131-318
S3	130-163	130-297	131-295
S4	129-228	130-042	131-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-155	131-220	0-255	0.6%	0-155	0.4%	73%	False	False	1,052,460
10	132-155	131-145	1-010	0.8%	0-146	0.3%	79%	False	False	1,025,585
20	133-025	131-040	1-305	1.5%	0-150	0.4%	58%	False	False	833,623
40	134-010	131-040	2-290	2.2%	0-138	0.3%	39%	False	False	831,364
60	134-010	131-030	2-300	2.2%	0-138	0.3%	40%	False	False	557,625
80	134-010	131-030	2-300	2.2%	0-124	0.3%	40%	False	False	418,261

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-108
2.618	133-183
1.618	133-033
1.000	132-260
0.618	132-203
HIGH	132-110
0.618	132-053
0.500	132-035
0.382	132-017
LOW	131-280
0.618	131-187
1.000	131-130
1.618	131-037
2.618	130-207
4.250	129-282

Fisher Pivots for day following 22-Jan-2013
Pivot	1 day	3 day
R1	132-068	132-066
PP	132-052	132-047
S1	132-035	132-028

Download as Excel Spreadsheet

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

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