ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 130-040 130-140 0-100 0.2% 130-090
High 130-160 130-240 0-080 0.2% 130-210
Low 130-040 130-100 0-060 0.1% 129-250
Close 130-150 130-190 0-040 0.1% 129-310
Range 0-120 0-140 0-020 16.7% 0-280
ATR 0-137 0-137 0-000 0.2% 0-000
Volume 23,008 14,107 -8,901 -38.7% 72,761
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 131-277 131-213 130-267
R3 131-137 131-073 130-228
R2 130-317 130-317 130-216
R1 130-253 130-253 130-203 130-285
PP 130-177 130-177 130-177 130-192
S1 130-113 130-113 130-177 130-145
S2 130-037 130-037 130-164
S3 129-217 129-293 130-152
S4 129-077 129-153 130-113
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
5 130-240 129-190 1-050 0.9% 0-198 0.5% 86% True False 15,959
10 131-020 129-190 1-150 1.1% 0-172 0.4% 68% False False 15,364
20 131-140 129-190 1-270 1.4% 0-126 0.3% 54% False False 9,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-195
2.618 131-287
1.618 131-147
1.000 131-060
0.618 131-007
HIGH 130-240
0.618 130-187
0.500 130-170
0.382 130-153
LOW 130-100
0.618 130-013
1.000 129-280
1.618 129-193
2.618 129-053
4.250 128-145
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 130-183 130-167
PP 130-177 130-143
S1 130-170 130-120

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

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