ECBOT 10 Year T-Note Future June 2013

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

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	130-190	130-270	0-080	0.2%	130-090
High	131-140	131-035	-0-105	-0.2%	131-140
Low	130-110	129-295	-0-135	-0.3%	129-295
Close	130-255	130-045	-0-210	-0.5%	130-045
Range	1-030	1-060	0-030	8.6%	1-165
ATR	0-228	0-239	0-011	4.7%	0-000
Volume	54,545	37,429	-17,116	-31.4%	531,462

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-305	133-075	130-254
R3	132-245	132-015	130-150
R2	131-185	131-185	130-115
R1	130-275	130-275	130-080	130-200
PP	130-125	130-125	130-125	130-088
S1	129-215	129-215	130-010	129-140
S2	129-065	129-065	129-295
S3	128-005	128-155	129-260
S4	126-265	127-095	129-156

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-015	134-035	130-312
R3	133-170	132-190	130-178
R2	132-005	132-005	130-134
R1	131-025	131-025	130-089	130-252
PP	130-160	130-160	130-160	130-114
S1	129-180	129-180	130-001	129-088
S2	128-315	128-315	129-276
S3	127-150	128-015	129-232
S4	125-305	126-170	129-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-140	129-295	1-165	1.2%	0-281	0.7%	14%	False	True	106,292
10	131-195	129-190	2-005	1.5%	0-282	0.7%	27%	False	False	1,066,214
20	132-245	129-190	3-055	2.4%	0-256	0.6%	17%	False	False	1,425,110
40	133-250	129-190	4-060	3.2%	0-193	0.5%	13%	False	False	1,240,726
60	133-250	129-190	4-060	3.2%	0-184	0.4%	13%	False	False	1,225,719
80	133-250	129-190	4-060	3.2%	0-176	0.4%	13%	False	False	1,115,464
100	133-250	129-190	4-060	3.2%	0-167	0.4%	13%	False	False	894,596

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	136-050
2.618	134-070
1.618	133-010
1.000	132-095
0.618	131-270
HIGH	131-035
0.618	130-210
0.500	130-165
0.382	130-120
LOW	129-295
0.618	129-060
1.000	128-235
1.618	128-000
2.618	126-260
4.250	124-280

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	130-165	130-218
PP	130-125	130-160
S1	130-085	130-102

Download as Excel Spreadsheet

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

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