ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	130-010	129-220	-0-110	-0.3%	130-090
High	130-210	130-170	-0-040	-0.1%	130-210
Low	129-250	129-190	-0-060	-0.1%	129-250
Close	129-310	130-110	0-120	0.3%	129-310
Range	0-280	0-300	0-020	7.1%	0-280
ATR	0-123	0-135	0-013	10.3%	0-000
Volume	9,771	10,458	687	7.0%	72,761

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-310	132-190	130-275
R3	132-010	131-210	130-192
R2	131-030	131-030	130-165
R1	130-230	130-230	130-138	130-290
PP	130-050	130-050	130-050	130-080
S1	129-250	129-250	130-082	129-310
S2	129-070	129-070	130-055
S3	128-090	128-270	130-028
S4	127-110	127-290	129-265

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	129-190	1-020	0.8%	0-182	0.4%	71%	False	True	13,887
10	131-140	129-190	1-270	1.4%	0-160	0.4%	41%	False	True	10,118
20	131-140	129-190	1-270	1.4%	0-110	0.3%	41%	False	True	6,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	134-165
2.618	132-315
1.618	132-015
1.000	131-150
0.618	131-035
HIGH	130-170
0.618	130-055
0.500	130-020
0.382	129-305
LOW	129-190
0.618	129-005
1.000	128-210
1.618	128-025
2.618	127-045
4.250	125-195

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	130-080	130-087
PP	130-050	130-063
S1	130-020	130-040

Download as Excel Spreadsheet

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

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