ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 25-Feb-2013

Day Change Summary
	Previous	Current
	22-Feb-2013	25-Feb-2013	Change	Change %	Previous Week
Open	130-195	130-230	0-035	0.1%	130-090
High	130-260	131-195	0-255	0.6%	130-270
Low	130-140	130-155	0-015	0.0%	130-000
Close	130-235	131-110	0-195	0.5%	130-235
Range	0-120	1-040	0-240	200.0%	0-270
ATR	0-133	0-149	0-016	12.1%	0-000
Volume	516,931	785,999	269,068	52.1%	648,413

Daily Pivots for day following 25-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-167	134-018	131-308
R3	133-127	132-298	131-209
R2	132-087	132-087	131-176
R1	131-258	131-258	131-143	132-012
PP	131-047	131-047	131-047	131-084
S1	130-218	130-218	131-077	130-292
S2	130-007	130-007	131-044
S3	128-287	129-178	131-011
S4	127-247	128-138	130-232

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	131-195	130-000	1-195	1.2%	0-180	0.4%	83%	True	False	286,882
10	131-195	129-280	1-235	1.3%	0-149	0.4%	85%	True	False	153,407
20	131-195	129-190	2-005	1.5%	0-155	0.4%	87%	True	False	84,524

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	0-034
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	136-125
2.618	134-177
1.618	133-137
1.000	132-235
0.618	132-097
HIGH	131-195
0.618	131-057
0.500	131-015
0.382	130-293
LOW	130-155
0.618	129-253
1.000	129-115
1.618	128-213
2.618	127-173
4.250	125-225

Fisher Pivots for day following 25-Feb-2013
Pivot	1 day	3 day
R1	131-078	131-069
PP	131-047	131-028
S1	131-015	130-308

Download as Excel Spreadsheet

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

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