ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	130-090	130-190	0-100	0.2%	131-095
High	130-300	131-140	0-160	0.4%	131-125
Low	130-080	130-110	0-030	0.1%	129-190
Close	130-180	130-255	0-075	0.2%	130-080
Range	0-220	1-030	0-130	59.1%	1-255
ATR	0-219	0-228	0-009	4.3%	0-000
Volume	102,955	54,545	-48,410	-47.0%	8,736,808

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-045	133-180	131-128
R3	133-015	132-150	131-031
R2	131-305	131-305	130-319
R1	131-120	131-120	130-287	131-212
PP	130-275	130-275	130-275	131-001
S1	130-090	130-090	130-223	130-182
S2	129-245	129-245	130-191
S3	128-215	129-060	130-159
S4	127-185	128-030	130-062

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	131-140	129-260	1-200	1.2%	0-277	0.7%	61%	True	False	216,096
10	131-235	129-190	2-045	1.6%	0-271	0.6%	56%	False	False	1,306,834
20	132-315	129-190	3-125	2.6%	0-242	0.6%	35%	False	False	1,488,175
40	133-250	129-190	4-060	3.2%	0-186	0.4%	29%	False	False	1,266,537
60	133-250	129-190	4-060	3.2%	0-179	0.4%	29%	False	False	1,246,126
80	133-250	129-190	4-060	3.2%	0-172	0.4%	29%	False	False	1,115,250
100	133-250	129-190	4-060	3.2%	0-164	0.4%	29%	False	False	894,282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-064
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-028
2.618	134-096
1.618	133-066
1.000	132-170
0.618	132-036
HIGH	131-140
0.618	131-006
0.500	130-285
0.382	130-244
LOW	130-110
0.618	129-214
1.000	129-080
1.618	128-184
2.618	127-154
4.250	125-222

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	130-285	130-262
PP	130-275	130-260
S1	130-265	130-258

Download as Excel Spreadsheet

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

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