ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 131-115 131-095 -0-020 0.0% 132-040
High 131-165 131-155 -0-010 0.0% 132-175
Low 130-300 131-035 0-055 0.1% 131-110
Close 131-070 131-070 0-000 0.0% 131-130
Range 0-185 0-120 -0-065 -35.1% 1-065
ATR 0-163 0-160 -0-003 -1.9% 0-000
Volume 1,522,995 1,343,915 -179,080 -11.8% 4,969,813
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-127 132-058 131-136
R3 132-007 131-258 131-103
R2 131-207 131-207 131-092
R1 131-138 131-138 131-081 131-112
PP 131-087 131-087 131-087 131-074
S1 131-018 131-018 131-059 130-312
S2 130-287 130-287 131-048
S3 130-167 130-218 131-037
S4 130-047 130-098 131-004
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 135-120 134-190 132-022
R3 134-055 133-125 131-236
R2 132-310 132-310 131-201
R1 132-060 132-060 131-165 131-312
PP 131-245 131-245 131-245 131-211
S1 130-315 130-315 131-095 130-248
S2 130-180 130-180 131-059
S3 129-115 129-250 131-024
S4 128-050 128-185 130-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-175 130-300 1-195 1.2% 0-171 0.4% 17% False False 1,340,027
10 132-175 130-300 1-195 1.2% 0-163 0.4% 17% False False 1,196,243
20 133-020 130-300 2-040 1.6% 0-158 0.4% 13% False False 1,072,836
40 134-010 130-300 3-030 2.4% 0-146 0.3% 9% False False 925,363
60 134-010 130-300 3-030 2.4% 0-140 0.3% 9% False False 669,194
80 134-010 130-300 3-030 2.4% 0-131 0.3% 9% False False 502,009
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-025
2.618 132-149
1.618 132-029
1.000 131-275
0.618 131-229
HIGH 131-155
0.618 131-109
0.500 131-095
0.382 131-081
LOW 131-035
0.618 130-281
1.000 130-235
1.618 130-161
2.618 130-041
4.250 129-165
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 131-095 131-180
PP 131-087 131-143
S1 131-078 131-107

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

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