ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 17-May-2013

Day Change Summary
	Previous	Current
	16-May-2013	17-May-2013	Change	Change %	Previous Week
Open	131-280	132-095	0-135	0.3%	131-315
High	132-170	132-170	0-000	0.0%	132-170
Low	131-230	131-250	0-020	0.0%	131-160
Close	132-150	131-275	-0-195	-0.5%	131-275
Range	0-260	0-240	-0-020	-7.7%	1-010
ATR	0-159	0-165	0-006	3.6%	0-000
Volume	1,713,148	1,484,973	-228,175	-13.3%	7,627,510

Daily Pivots for day following 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-098	133-267	132-087
R3	133-178	133-027	132-021
R2	132-258	132-258	131-319
R1	132-107	132-107	131-297	132-062
PP	132-018	132-018	132-018	131-316
S1	131-187	131-187	131-253	131-142
S2	131-098	131-098	131-231
S3	130-178	130-267	131-209
S4	129-258	130-027	131-143

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-018	134-157	132-136
R3	134-008	133-147	132-046
R2	132-318	132-318	132-016
R1	132-137	132-137	131-305	132-062
PP	131-308	131-308	131-308	131-271
S1	131-127	131-127	131-245	131-052
S2	130-298	130-298	131-214
S3	129-288	130-117	131-184
S4	128-278	129-107	131-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-170	131-160	1-010	0.8%	0-203	0.5%	35%	True	False	1,525,502
10	132-315	131-160	1-155	1.1%	0-172	0.4%	24%	False	False	1,351,689
20	133-250	131-160	2-090	1.7%	0-156	0.4%	16%	False	False	1,204,153
40	133-250	131-030	2-220	2.0%	0-154	0.4%	28%	False	False	1,173,093
60	133-250	130-000	3-250	2.9%	0-157	0.4%	49%	False	False	1,167,906
80	133-250	129-190	4-060	3.2%	0-155	0.4%	54%	False	False	880,915

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	135-230
2.618	134-158
1.618	133-238
1.000	133-090
0.618	132-318
HIGH	132-170
0.618	132-078
0.500	132-050
0.382	132-022
LOW	131-250
0.618	131-102
1.000	131-010
1.618	130-182
2.618	129-262
4.250	128-190

Fisher Pivots for day following 17-May-2013
Pivot	1 day	3 day
R1	132-050	132-005
PP	132-018	131-308
S1	131-307	131-292

Download as Excel Spreadsheet

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

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