ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	131-080	131-130	0-050	0.1%	131-010
High	131-100	131-140	0-040	0.1%	131-110
Low	131-070	131-000	-0-070	-0.2%	130-230
Close	131-080	131-060	-0-020	0.0%	131-030
Range	0-030	0-140	0-110	366.7%	0-200
ATR	0-090	0-093	0-004	4.0%	0-000
Volume	2,973	438	-2,535	-85.3%	22,639

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-167	132-093	131-137
R3	132-027	131-273	131-098
R2	131-207	131-207	131-086
R1	131-133	131-133	131-073	131-100
PP	131-067	131-067	131-067	131-050
S1	130-313	130-313	131-047	130-280
S2	130-247	130-247	131-034
S3	130-107	130-173	131-022
S4	129-287	130-033	130-303

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	131-140	130-230	0-230	0.5%	0-114	0.3%	65%	True	False	3,039
10	131-140	130-140	1-000	0.8%	0-081	0.2%	75%	True	False	4,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-095
2.618	132-187
1.618	132-047
1.000	131-280
0.618	131-227
HIGH	131-140
0.618	131-087
0.500	131-070
0.382	131-053
LOW	131-000
0.618	130-233
1.000	130-180
1.618	130-093
2.618	129-273
4.250	129-045

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	131-070	131-057
PP	131-067	131-053
S1	131-063	131-050

Download as Excel Spreadsheet

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

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