ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 05-Feb-2013

Day Change Summary
	Previous	Current
	04-Feb-2013	05-Feb-2013	Change	Change %	Previous Week
Open	129-220	130-140	0-240	0.6%	130-090
High	130-170	130-150	-0-020	0.0%	130-210
Low	129-190	130-000	0-130	0.3%	129-250
Close	130-110	130-020	-0-090	-0.2%	129-310
Range	0-300	0-150	-0-150	-50.0%	0-280
ATR	0-135	0-136	0-001	0.8%	0-000
Volume	10,458	22,451	11,993	114.7%	72,761

Daily Pivots for day following 05-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-187	131-093	130-102
R3	131-037	130-263	130-061
R2	130-207	130-207	130-048
R1	130-113	130-113	130-034	130-085
PP	130-057	130-057	130-057	130-042
S1	129-283	129-283	130-006	129-255
S2	129-227	129-227	129-312
S3	129-077	129-133	129-299
S4	128-247	128-303	129-258

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%	0-196	0.5%	44%	False	False	13,022
10	131-140	129-190	1-270	1.4%	0-163	0.4%	25%	False	False	11,994
20	131-140	129-190	1-270	1.4%	0-117	0.3%	25%	False	False	8,073

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-148
2.618	131-223
1.618	131-073
1.000	130-300
0.618	130-243
HIGH	130-150
0.618	130-093
0.500	130-075
0.382	130-057
LOW	130-000
0.618	129-227
1.000	129-170
1.618	129-077
2.618	128-247
4.250	128-002

Fisher Pivots for day following 05-Feb-2013
Pivot	1 day	3 day
R1	130-075	130-040
PP	130-057	130-033
S1	130-038	130-027

Download as Excel Spreadsheet

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

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