ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	130-200	130-090	-0-110	-0.3%	131-095
High	130-200	130-300	0-100	0.2%	131-125
Low	130-065	130-080	0-015	0.0%	129-190
Close	130-110	130-180	0-070	0.2%	130-080
Range	0-135	0-220	0-085	63.0%	1-255
ATR	0-219	0-219	0-000	0.0%	0-000
Volume	125,984	102,955	-23,029	-18.3%	8,736,808

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-207	132-093	130-301
R3	131-307	131-193	130-240
R2	131-087	131-087	130-220
R1	130-293	130-293	130-200	131-030
PP	130-187	130-187	130-187	130-215
S1	130-073	130-073	130-160	130-130
S2	129-287	129-287	130-140
S3	129-067	129-173	130-120
S4	128-167	128-273	130-059

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-257	134-263	131-076
R3	134-002	133-008	130-238
R2	132-067	132-067	130-185
R1	131-073	131-073	130-133	130-262
PP	130-132	130-132	130-132	130-066
S1	129-138	129-138	130-027	129-008
S2	128-197	128-197	129-295
S3	126-262	127-203	129-242
S4	125-007	125-268	129-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-300	129-260	1-040	0.9%	0-242	0.6%	67%	True	False	555,082
10	132-105	129-190	2-235	2.1%	0-275	0.7%	35%	False	False	1,601,834
20	132-315	129-190	3-125	2.6%	0-230	0.5%	29%	False	False	1,538,473
40	133-250	129-190	4-060	3.2%	0-181	0.4%	23%	False	False	1,297,150
60	133-250	129-190	4-060	3.2%	0-176	0.4%	23%	False	False	1,261,002
80	133-250	129-190	4-060	3.2%	0-169	0.4%	23%	False	False	1,114,708
100	133-250	129-190	4-060	3.2%	0-162	0.4%	23%	False	False	893,761

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	0-067
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-275
2.618	132-236
1.618	132-016
1.000	131-200
0.618	131-116
HIGH	130-300
0.618	130-216
0.500	130-190
0.382	130-164
LOW	130-080
0.618	129-264
1.000	129-180
1.618	129-044
2.618	128-144
4.250	127-105

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	130-190	130-167
PP	130-187	130-153
S1	130-183	130-140

Download as Excel Spreadsheet

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

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