ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	131-080	131-070	-0-010	0.0%	131-115
High	131-180	131-265	0-085	0.2%	131-265
Low	131-045	130-300	-0-065	-0.2%	130-300
Close	131-090	131-040	-0-050	-0.1%	131-040
Range	0-135	0-285	0-150	111.1%	0-285
ATR	0-158	0-167	0-009	5.8%	0-000
Volume	1,488,891	2,324,439	835,548	56.1%	8,654,232

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-310	133-140	131-197
R3	133-025	132-175	131-118
R2	132-060	132-060	131-092
R1	131-210	131-210	131-066	131-152
PP	131-095	131-095	131-095	131-066
S1	130-245	130-245	131-014	130-188
S2	130-130	130-130	130-308
S3	129-165	129-280	130-282
S4	128-200	128-315	130-203

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-310	133-140	131-197
R3	133-025	132-175	131-118
R2	132-060	132-060	131-092
R1	131-210	131-210	131-066	131-152
PP	131-095	131-095	131-095	131-066
S1	130-245	130-245	131-014	130-188
S2	130-130	130-130	130-308
S3	129-165	129-280	130-282
S4	128-200	128-315	130-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-265	130-300	0-285	0.7%	0-177	0.4%	21%	True	True	1,730,846
10	132-175	130-300	1-195	1.2%	0-176	0.4%	12%	False	True	1,459,246
20	132-175	130-300	1-195	1.2%	0-157	0.4%	12%	False	True	1,248,644
40	134-010	130-300	3-030	2.4%	0-152	0.4%	6%	False	True	1,010,475
60	134-010	130-300	3-030	2.4%	0-144	0.3%	6%	False	True	765,370
80	134-010	130-300	3-030	2.4%	0-138	0.3%	6%	False	True	574,350

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	0-048
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	135-196
2.618	134-051
1.618	133-086
1.000	132-230
0.618	132-121
HIGH	131-265
0.618	131-156
0.500	131-122
0.382	131-089
LOW	130-300
0.618	130-124
1.000	130-015
1.618	129-159
2.618	128-194
4.250	127-049

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	131-122	131-122
PP	131-095	131-095
S1	131-068	131-068

Download as Excel Spreadsheet

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

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