ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 18-Jan-2013

Day Change Summary
	Previous	Current
	17-Jan-2013	18-Jan-2013	Change	Change %	Previous Week
Open	131-080	130-240	-0-160	-0.4%	131-010
High	131-080	131-050	-0-030	-0.1%	131-110
Low	130-260	130-230	-0-030	-0.1%	130-230
Close	130-260	131-030	0-090	0.2%	131-030
Range	0-140	0-140	0-000	0.0%	0-200
ATR
Volume	1,956	6,135	4,179	213.7%	22,639

Daily Pivots for day following 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-097	132-043	131-107
R3	131-277	131-223	131-068
R2	131-137	131-137	131-056
R1	131-083	131-083	131-043	131-110
PP	130-317	130-317	130-317	131-010
S1	130-263	130-263	131-017	130-290
S2	130-177	130-177	131-004
S3	130-037	130-123	130-312
S4	129-217	129-303	130-273

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-297	132-203	131-140
R3	132-097	132-003	131-085
R2	131-217	131-217	131-067
R1	131-123	131-123	131-048	131-170
PP	131-017	131-017	131-017	131-040
S1	130-243	130-243	131-012	130-290
S2	130-137	130-137	130-313
S3	129-257	130-043	130-295
S4	129-057	129-163	130-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-110	130-230	0-200	0.5%	0-076	0.2%	60%	False	True	4,527
10	131-110	130-140	0-290	0.7%	0-059	0.1%	72%	False	False	3,801

Crabel Price Patterns
NR	False
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	0-005

Fibonacci Retracements and Extensions
4.250	133-005
2.618	132-097
1.618	131-277
1.000	131-190
0.618	131-137
HIGH	131-050
0.618	130-317
0.500	130-300
0.382	130-283
LOW	130-230
0.618	130-143
1.000	130-090
1.618	130-003
2.618	129-183
4.250	128-275

Fisher Pivots for day following 18-Jan-2013
Pivot	1 day	3 day
R1	131-013	131-018
PP	130-317	131-007
S1	130-300	130-315

Download as Excel Spreadsheet

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

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