ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	132-065	132-120	0-055	0.1%	131-290
High	132-150	132-175	0-025	0.1%	132-155
Low	132-050	131-315	-0-055	-0.1%	131-220
Close	132-095	132-075	-0-020	0.0%	132-045
Range	0-100	0-180	0-080	80.0%	0-255
ATR	0-149	0-151	0-002	1.5%	0-000
Volume	746,276	1,422,090	675,814	90.6%	4,913,025

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-302	133-208	132-174
R3	133-122	133-028	132-124
R2	132-262	132-262	132-108
R1	132-168	132-168	132-092	132-125
PP	132-082	132-082	132-082	132-060
S1	131-308	131-308	132-058	131-265
S2	131-222	131-222	132-042
S3	131-042	131-128	132-026
S4	130-182	130-268	131-296

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	132-175	131-220	0-275	0.6%	0-168	0.4%	64%	True	False	1,113,516
10	132-175	131-145	1-030	0.8%	0-148	0.3%	71%	True	False	1,062,673
20	133-025	131-040	1-305	1.5%	0-152	0.4%	57%	False	False	902,968
40	134-010	131-040	2-290	2.2%	0-140	0.3%	38%	False	False	872,395
60	134-010	131-040	2-290	2.2%	0-137	0.3%	38%	False	False	593,704
80	134-010	131-030	2-300	2.2%	0-126	0.3%	39%	False	False	445,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-300
2.618	134-006
1.618	133-146
1.000	133-035
0.618	132-286
HIGH	132-175
0.618	132-106
0.500	132-085
0.382	132-064
LOW	131-315
0.618	131-204
1.000	131-135
1.618	131-024
2.618	130-164
4.250	129-190

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	132-085	132-072
PP	132-082	132-070
S1	132-078	132-068

Download as Excel Spreadsheet

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

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