ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 130-050 130-120 0-070 0.2% 130-180
High 130-130 130-270 0-140 0.3% 130-190
Low 130-000 130-100 0-100 0.2% 129-280
Close 130-100 130-200 0-100 0.2% 130-130
Range 0-130 0-170 0-040 30.8% 0-230
ATR 0-132 0-134 0-003 2.1% 0-000
Volume 30,868 75,053 44,185 143.1% 99,660
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-060 131-300 130-294
R3 131-210 131-130 130-247
R2 131-040 131-040 130-231
R1 130-280 130-280 130-216 131-000
PP 130-190 130-190 130-190 130-210
S1 130-110 130-110 130-184 130-150
S2 130-020 130-020 130-169
S3 129-170 129-260 130-153
S4 129-000 129-090 130-106
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-143 132-047 130-256
R3 131-233 131-137 130-193
R2 131-003 131-003 130-172
R1 130-227 130-227 130-151 130-160
PP 130-093 130-093 130-093 130-060
S1 129-317 129-317 130-109 129-250
S2 129-183 129-183 130-088
S3 128-273 129-087 130-067
S4 128-043 128-177 130-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-270 129-290 0-300 0.7% 0-144 0.3% 77% True False 36,212
10 130-270 129-280 0-310 0.7% 0-129 0.3% 77% True False 25,887
20 131-140 129-190 1-270 1.4% 0-150 0.4% 56% False False 19,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-032
2.618 132-075
1.618 131-225
1.000 131-120
0.618 131-055
HIGH 130-270
0.618 130-205
0.500 130-185
0.382 130-165
LOW 130-100
0.618 129-315
1.000 129-250
1.618 129-145
2.618 128-295
4.250 128-018
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 130-195 130-178
PP 130-190 130-157
S1 130-185 130-135

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

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