ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 130-120 130-195 0-075 0.2% 130-090
High 130-270 130-260 -0-010 0.0% 130-270
Low 130-100 130-140 0-040 0.1% 130-000
Close 130-200 130-235 0-035 0.1% 130-235
Range 0-170 0-120 -0-050 -29.4% 0-270
ATR 0-134 0-133 -0-001 -0.8% 0-000
Volume 75,053 516,931 441,878 588.8% 648,413
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 131-252 131-203 130-301
R3 131-132 131-083 130-268
R2 131-012 131-012 130-257
R1 130-283 130-283 130-246 130-308
PP 130-212 130-212 130-212 130-224
S1 130-163 130-163 130-224 130-188
S2 130-092 130-092 130-213
S3 129-292 130-043 130-202
S4 129-172 129-243 130-169
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-018 132-237 131-064
R3 132-068 131-287 130-309
R2 131-118 131-118 130-284
R1 131-017 131-017 130-260 131-068
PP 130-168 130-168 130-168 130-194
S1 130-067 130-067 130-210 130-118
S2 129-218 129-218 130-186
S3 128-268 129-117 130-161
S4 127-318 128-167 130-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-270 130-000 0-270 0.6% 0-134 0.3% 87% False False 132,398
10 130-270 129-280 0-310 0.7% 0-127 0.3% 89% False False 76,170
20 131-020 129-190 1-150 1.1% 0-150 0.4% 78% False False 45,767
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
4.250 132-130
2.618 131-254
1.618 131-134
1.000 131-060
0.618 131-014
HIGH 130-260
0.618 130-214
0.500 130-200
0.382 130-186
LOW 130-140
0.618 130-066
1.000 130-020
1.618 129-266
2.618 129-146
4.250 128-270
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 130-223 130-202
PP 130-212 130-168
S1 130-200 130-135

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

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