ECBOT 10 Year T-Note Future June 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	131-315	131-315	0-000	0.0%	132-295
High	132-055	132-050	-0-005	0.0%	132-315
Low	131-235	131-165	-0-070	-0.2%	131-280
Close	131-310	131-230	-0-080	-0.2%	132-025
Range	0-140	0-205	0-065	46.4%	1-035
ATR	0-146	0-150	0-004	2.9%	0-000
Volume	1,314,286	1,500,469	186,183	14.2%	5,889,382

Daily Pivots for day following 14-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-230	133-115	132-023
R3	133-025	132-230	131-286
R2	132-140	132-140	131-268
R1	132-025	132-025	131-249	131-300
PP	131-255	131-255	131-255	131-232
S1	131-140	131-140	131-211	131-095
S2	131-050	131-050	131-192
S3	130-165	130-255	131-174
S4	129-280	130-050	131-117

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-205	134-310	132-220
R3	134-170	133-275	132-123
R2	133-135	133-135	132-090
R1	132-240	132-240	132-058	132-170
PP	132-100	132-100	132-100	132-065
S1	131-205	131-205	131-312	131-135
S2	131-065	131-065	131-280
S3	130-030	130-170	131-247
S4	128-315	129-135	131-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-315	131-165	1-150	1.1%	0-167	0.4%	14%	False	True	1,417,118
10	133-250	131-165	2-085	1.7%	0-161	0.4%	9%	False	True	1,235,353
20	133-250	131-165	2-085	1.7%	0-139	0.3%	9%	False	True	1,126,142
40	133-250	131-025	2-225	2.1%	0-150	0.4%	24%	False	False	1,147,306
60	133-250	130-000	3-250	2.9%	0-153	0.4%	45%	False	False	1,089,885
80	133-250	129-190	4-060	3.2%	0-150	0.4%	51%	False	False	820,916

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-281
2.618	133-267
1.618	133-062
1.000	132-255
0.618	132-177
HIGH	132-050
0.618	131-292
0.500	131-268
0.382	131-243
LOW	131-165
0.618	131-038
1.000	130-280
1.618	130-153
2.618	129-268
4.250	128-254

Fisher Pivots for day following 14-May-2013
Pivot	1 day	3 day
R1	131-268	132-045
PP	131-255	132-000
S1	131-242	131-275

Download as Excel Spreadsheet

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

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