ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 26-Feb-2013

Day Change Summary
	Previous	Current
	25-Feb-2013	26-Feb-2013	Change	Change %	Previous Week
Open	130-230	131-175	0-265	0.6%	130-090
High	131-195	131-260	0-065	0.2%	130-270
Low	130-155	131-110	0-275	0.7%	130-000
Close	131-110	131-170	0-060	0.1%	130-235
Range	1-040	0-150	-0-210	-58.3%	0-270
ATR	0-149	0-150	0-000	0.0%	0-000
Volume	785,999	1,386,898	600,899	76.5%	648,413

Daily Pivots for day following 26-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-310	132-230	131-252
R3	132-160	132-080	131-211
R2	132-010	132-010	131-198
R1	131-250	131-250	131-184	131-215
PP	131-180	131-180	131-180	131-162
S1	131-100	131-100	131-156	131-065
S2	131-030	131-030	131-142
S3	130-200	130-270	131-129
S4	130-050	130-120	131-088

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	131-260	130-000	1-260	1.4%	0-186	0.4%	84%	True	False	559,149
10	131-260	129-280	1-300	1.5%	0-157	0.4%	85%	True	False	290,981
20	131-260	129-190	2-070	1.7%	0-155	0.4%	87%	True	False	153,179

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-258
2.618	133-013
1.618	132-183
1.000	132-090
0.618	132-033
HIGH	131-260
0.618	131-203
0.500	131-185
0.382	131-167
LOW	131-110
0.618	131-017
1.000	130-280
1.618	130-187
2.618	130-037
4.250	129-112

Fisher Pivots for day following 26-Feb-2013
Pivot	1 day	3 day
R1	131-185	131-127
PP	131-180	131-083
S1	131-175	131-040

Download as Excel Spreadsheet

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

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