ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 07-May-2013

Day Change Summary
	Previous	Current
	06-May-2013	07-May-2013	Change	Change %	Previous Week
Open	132-295	132-245	-0-050	-0.1%	133-120
High	132-300	132-285	-0-015	0.0%	133-250
Low	132-205	132-170	-0-035	-0.1%	132-245
Close	132-215	132-200	-0-015	0.0%	132-275
Range	0-095	0-115	0-020	21.1%	1-005
ATR	0-143	0-141	-0-002	-1.4%	0-000
Volume	747,942	870,605	122,663	16.4%	5,505,809

Daily Pivots for day following 07-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-243	133-177	132-263
R3	133-128	133-062	132-232
R2	133-013	133-013	132-221
R1	132-267	132-267	132-211	132-242
PP	132-218	132-218	132-218	132-206
S1	132-152	132-152	132-189	132-128
S2	132-103	132-103	132-179
S3	131-308	132-037	132-168
S4	131-193	131-242	132-137

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-058	135-172	133-134
R3	135-053	134-167	133-044
R2	134-048	134-048	133-015
R1	133-162	133-162	132-305	133-102
PP	133-043	133-043	133-043	133-014
S1	132-157	132-157	132-245	132-098
S2	132-038	132-038	132-215
S3	131-033	131-152	132-186
S4	130-028	130-147	132-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-250	132-170	1-080	0.9%	0-155	0.4%	8%	False	True	1,053,588
10	133-250	132-170	1-080	0.9%	0-129	0.3%	8%	False	True	983,685
20	133-250	132-105	1-145	1.1%	0-133	0.3%	20%	False	False	1,055,826
40	133-250	130-015	3-235	2.8%	0-150	0.4%	69%	False	False	1,122,266
60	133-250	129-280	3-290	2.9%	0-148	0.3%	70%	False	False	973,453
80	133-250	129-190	4-060	3.2%	0-145	0.3%	72%	False	False	732,583

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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-134
2.618	133-266
1.618	133-151
1.000	133-080
0.618	133-036
HIGH	132-285
0.618	132-241
0.500	132-228
0.382	132-214
LOW	132-170
0.618	132-099
1.000	132-055
1.618	131-304
2.618	131-189
4.250	131-001

Fisher Pivots for day following 07-May-2013
Pivot	1 day	3 day
R1	132-228	133-040
PP	132-218	132-307
S1	132-209	132-253

Download as Excel Spreadsheet

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

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