ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	124-160	125-225	1-065	1.0%	124-025
High	124-260	125-255	0-315	0.8%	124-300
Low	124-050	125-010	0-280	0.7%	123-310
Close	124-215	125-020	0-125	0.3%	124-215
Range	0-210	0-245	0-035	16.7%	0-310
ATR	0-225	0-235	0-010	4.3%	0-000
Volume	10,108	15,130	5,022	49.7%	131,118

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-190	127-030	125-155
R3	126-265	126-105	125-087
R2	126-020	126-020	125-065
R1	125-180	125-180	125-042	125-138
PP	125-095	125-095	125-095	125-074
S1	124-255	124-255	124-318	124-212
S2	124-170	124-170	124-295
S3	123-245	124-010	124-273
S4	123-000	123-085	124-205

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-138	127-007	125-066
R3	126-148	126-017	124-300
R2	125-158	125-158	124-272
R1	125-027	125-027	124-243	125-092
PP	124-168	124-168	124-168	124-201
S1	124-037	124-037	124-187	124-102
S2	123-178	123-178	124-158
S3	122-188	123-047	124-130
S4	121-198	122-057	124-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-255	123-310	1-265	1.5%	0-178	0.4%	60%	True	False	25,739
10	125-255	123-105	2-150	2.0%	0-224	0.6%	70%	True	False	49,943
20	125-280	123-105	2-175	2.0%	0-221	0.6%	68%	False	False	706,139
40	127-100	123-105	3-315	3.2%	0-210	0.5%	44%	False	False	850,380
60	127-120	123-105	4-015	3.2%	0-232	0.6%	43%	False	False	962,248
80	130-250	123-105	7-145	6.0%	0-243	0.6%	23%	False	False	1,088,782
100	133-000	123-105	9-215	7.7%	0-226	0.6%	18%	False	False	876,755
120	133-000	123-105	9-215	7.7%	0-200	0.5%	18%	False	False	731,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129-016
2.618	127-256
1.618	127-011
1.000	126-180
0.618	126-086
HIGH	125-255
0.618	125-161
0.500	125-132
0.382	125-104
LOW	125-010
0.618	124-179
1.000	124-085
1.618	123-254
2.618	123-009
4.250	121-249

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	125-132	125-011
PP	125-095	125-002
S1	125-058	124-312

Download as Excel Spreadsheet

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

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