ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 14-May-2013

Day Change Summary
	Previous	Current
	13-May-2013	14-May-2013	Change	Change %	Previous Week
Open	130-300	131-040	0-060	0.1%	132-030
High	131-100	131-080	-0-020	0.0%	132-050
Low	130-290	130-190	-0-100	-0.2%	131-020
Close	131-030	130-260	-0-090	-0.2%	131-070
Range	0-130	0-210	0-080	61.5%	1-030
ATR	0-115	0-122	0-007	5.9%	0-000
Volume	11,401	23,452	12,051	105.7%	59,356

Daily Pivots for day following 14-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-273	132-157	131-056
R3	132-063	131-267	130-318
R2	131-173	131-173	130-298
R1	131-057	131-057	130-279	131-010
PP	130-283	130-283	130-283	130-260
S1	130-167	130-167	130-241	130-120
S2	130-073	130-073	130-222
S3	129-183	129-277	130-202
S4	128-293	129-067	130-144

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-243	134-027	131-262
R3	133-213	132-317	131-166
R2	132-183	132-183	131-134
R1	131-287	131-287	131-102	131-220
PP	131-153	131-153	131-153	131-120
S1	130-257	130-257	131-038	130-190
S2	130-123	130-123	131-006
S3	129-093	129-227	130-294
S4	128-063	128-197	130-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-050	130-190	1-180	1.2%	0-158	0.4%	14%	False	True	11,998
10	133-000	130-190	2-130	1.8%	0-147	0.4%	9%	False	True	11,660
20	133-000	130-190	2-130	1.8%	0-106	0.3%	9%	False	True	8,443

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-012
2.618	132-310
1.618	132-100
1.000	131-290
0.618	131-210
HIGH	131-080
0.618	131-000
0.500	130-295
0.382	130-270
LOW	130-190
0.618	130-060
1.000	129-300
1.618	129-170
2.618	128-280
4.250	127-258

Fisher Pivots for day following 14-May-2013
Pivot	1 day	3 day
R1	130-295	131-080
PP	130-283	131-033
S1	130-272	130-307

Download as Excel Spreadsheet

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

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