ECBOT 10 Year T-Note Future June 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 130-070 130-010 -0-060 -0.1% 130-090
High 130-120 130-210 0-090 0.2% 130-210
Low 130-010 129-250 -0-080 -0.2% 129-250
Close 130-050 129-310 -0-060 -0.1% 129-310
Range 0-110 0-280 0-170 154.5% 0-280
ATR 0-110 0-123 0-012 11.0% 0-000
Volume 5,907 9,771 3,864 65.4% 72,761
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-243 132-077 130-144
R3 131-283 131-117 130-067
R2 131-003 131-003 130-041
R1 130-157 130-157 130-016 130-100
PP 130-043 130-043 130-043 130-015
S1 129-197 129-197 129-284 129-140
S2 129-083 129-083 129-259
S3 128-123 128-237 129-233
S4 127-163 127-277 129-156
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-243 132-077 130-144
R3 131-283 131-117 130-067
R2 131-003 131-003 130-041
R1 130-157 130-157 130-016 130-100
PP 130-043 130-043 130-043 130-015
S1 129-197 129-197 129-284 129-140
S2 129-083 129-083 129-259
S3 128-123 128-237 129-233
S4 127-163 127-277 129-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-210 129-250 0-280 0.7% 0-152 0.4% 21% True True 14,552
10 131-140 129-250 1-210 1.3% 0-144 0.3% 11% False True 9,686
20 131-140 129-250 1-210 1.3% 0-097 0.2% 11% False True 6,437
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 0-029
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 134-120
2.618 132-303
1.618 132-023
1.000 131-170
0.618 131-063
HIGH 130-210
0.618 130-103
0.500 130-070
0.382 130-037
LOW 129-250
0.618 129-077
1.000 128-290
1.618 128-117
2.618 127-157
4.250 126-020
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 130-070 130-070
PP 130-043 130-043
S1 130-017 130-017

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

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