ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 31-Jan-2013

Day Change Summary
	Previous	Current
	30-Jan-2013	31-Jan-2013	Change	Change %	Previous Week
Open	131-040	131-080	0-040	0.1%	132-040
High	131-140	131-180	0-040	0.1%	132-175
Low	130-300	131-045	0-065	0.2%	131-110
Close	131-060	131-090	0-030	0.1%	131-130
Range	0-160	0-135	-0-025	-15.6%	1-065
ATR	0-160	0-158	-0-002	-1.1%	0-000
Volume	1,973,992	1,488,891	-485,101	-24.6%	4,969,813

Daily Pivots for day following 31-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-190	132-115	131-164
R3	132-055	131-300	131-127
R2	131-240	131-240	131-115
R1	131-165	131-165	131-102	131-202
PP	131-105	131-105	131-105	131-124
S1	131-030	131-030	131-078	131-068
S2	130-290	130-290	131-065
S3	130-155	130-215	131-053
S4	130-020	130-080	131-016

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	132-060	130-300	1-080	1.0%	0-174	0.4%	28%	False	False	1,598,930
10	132-175	130-300	1-195	1.2%	0-171	0.4%	21%	False	False	1,356,223
20	132-175	130-300	1-195	1.2%	0-155	0.4%	21%	False	False	1,192,035
40	134-010	130-300	3-030	2.4%	0-148	0.4%	11%	False	False	971,416
60	134-010	130-300	3-030	2.4%	0-141	0.3%	11%	False	False	726,713
80	134-010	130-300	3-030	2.4%	0-134	0.3%	11%	False	False	545,295

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	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-114
2.618	132-213
1.618	132-078
1.000	131-315
0.618	131-263
HIGH	131-180
0.618	131-128
0.500	131-112
0.382	131-097
LOW	131-045
0.618	130-282
1.000	130-230
1.618	130-147
2.618	130-012
4.250	129-111

Fisher Pivots for day following 31-Jan-2013
Pivot	1 day	3 day
R1	131-112	131-087
PP	131-105	131-083
S1	131-098	131-080

Download as Excel Spreadsheet

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

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