ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 07-Feb-2013

Day Change Summary
	Previous	Current
	06-Feb-2013	07-Feb-2013	Change	Change %	Previous Week
Open	131-100	131-200	0-100	0.2%	131-115
High	131-210	131-295	0-085	0.2%	131-265
Low	131-075	131-120	0-045	0.1%	130-300
Close	131-195	131-240	0-045	0.1%	131-040
Range	0-135	0-175	0-040	29.6%	0-285
ATR	0-174	0-174	0-000	0.0%	0-000
Volume	1,326,799	1,497,021	170,222	12.8%	8,654,232

Daily Pivots for day following 07-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-103	133-027	132-016
R3	132-248	132-172	131-288
R2	132-073	132-073	131-272
R1	131-317	131-317	131-256	132-035
PP	131-218	131-218	131-218	131-238
S1	131-142	131-142	131-224	131-180
S2	131-043	131-043	131-208
S3	130-188	130-287	131-192
S4	130-013	130-112	131-144

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	131-295	130-230	1-065	0.9%	0-215	0.5%	86%	True	False	1,609,796
10	132-060	130-230	1-150	1.1%	0-194	0.5%	70%	False	False	1,604,363
20	132-175	130-230	1-265	1.4%	0-171	0.4%	56%	False	False	1,333,518
40	133-220	130-230	2-310	2.3%	0-160	0.4%	35%	False	False	1,074,338
60	134-010	130-230	3-100	2.5%	0-144	0.3%	31%	False	False	860,373
80	134-010	130-230	3-100	2.5%	0-142	0.3%	31%	False	False	645,904

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-051
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-079
2.618	133-113
1.618	132-258
1.000	132-150
0.618	132-083
HIGH	131-295
0.618	131-228
0.500	131-208
0.382	131-187
LOW	131-120
0.618	131-012
1.000	130-265
1.618	130-157
2.618	129-302
4.250	129-016

Fisher Pivots for day following 07-Feb-2013
Pivot	1 day	3 day
R1	131-229	131-216
PP	131-218	131-192
S1	131-208	131-168

Download as Excel Spreadsheet

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

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