ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	130-270	129-310	-0-280	-0.7%	130-090
High	131-035	130-065	-0-290	-0.7%	131-140
Low	129-295	129-200	-0-095	-0.2%	129-295
Close	130-045	129-260	-0-105	-0.3%	130-045
Range	1-060	0-185	-0-195	-51.3%	1-165
ATR	0-239	0-235	-0-004	-1.6%	0-000
Volume	37,429	37,583	154	0.4%	531,462

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-197	131-093	130-042
R3	131-012	130-228	129-311
R2	130-147	130-147	129-294
R1	130-043	130-043	129-277	130-002
PP	129-282	129-282	129-282	129-261
S1	129-178	129-178	129-243	129-138
S2	129-097	129-097	129-226
S3	128-232	128-313	129-209
S4	128-047	128-128	129-158

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	129-200	1-260	1.4%	0-254	0.6%	10%	False	True	71,699
10	131-140	129-190	1-270	1.4%	0-286	0.7%	12%	False	False	930,585
20	132-170	129-190	2-300	2.3%	0-251	0.6%	7%	False	False	1,331,409
40	133-250	129-190	4-060	3.2%	0-193	0.5%	5%	False	False	1,215,290
60	133-250	129-190	4-060	3.2%	0-184	0.4%	5%	False	False	1,204,912
80	133-250	129-190	4-060	3.2%	0-177	0.4%	5%	False	False	1,115,701
100	133-250	129-190	4-060	3.2%	0-169	0.4%	5%	False	False	894,926

Crabel Price Patterns
NR	True
NR4	True
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	0-068
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-211
2.618	131-229
1.618	131-044
1.000	130-250
0.618	130-179
HIGH	130-065
0.618	129-314
0.500	129-292
0.382	129-271
LOW	129-200
0.618	129-086
1.000	129-015
1.618	128-221
2.618	128-036
4.250	127-054

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	129-292	130-170
PP	129-282	130-093
S1	129-271	130-017

Download as Excel Spreadsheet

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

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