ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	130-085	130-090	0-005	0.0%	129-310
High	130-105	130-125	0-020	0.0%	130-240
Low	130-010	129-280	-0-050	-0.1%	129-070
Close	130-090	129-285	-0-125	-0.3%	130-200
Range	0-095	0-165	0-070	73.7%	1-170
ATR	0-219	0-216	-0-004	-1.8%	0-000
Volume	22,085	3,797	-18,288	-82.8%	163,889

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-192	131-083	130-056
R3	131-027	130-238	130-010
R2	130-182	130-182	129-315
R1	130-073	130-073	129-300	130-045
PP	130-017	130-017	130-017	130-002
S1	129-228	129-228	129-270	129-200
S2	129-172	129-172	129-255
S3	129-007	129-063	129-240
S4	128-162	128-218	129-194

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-253	134-077	131-150
R3	133-083	132-227	131-015
R2	131-233	131-233	130-290
R1	131-057	131-057	130-245	131-145
PP	130-063	130-063	130-063	130-108
S1	129-207	129-207	130-155	129-295
S2	128-213	128-213	130-110
S3	127-043	128-037	130-065
S4	125-193	126-187	129-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-250	129-215	1-035	0.9%	0-165	0.4%	20%	False	False	19,091
10	131-140	129-070	2-070	1.7%	0-217	0.5%	30%	False	False	30,213
20	132-105	129-070	3-035	2.4%	0-246	0.6%	22%	False	False	816,024
40	133-250	129-070	4-180	3.5%	0-201	0.5%	15%	False	False	1,022,711
60	133-250	129-070	4-180	3.5%	0-185	0.4%	15%	False	False	1,062,170
80	133-250	129-070	4-180	3.5%	0-177	0.4%	15%	False	False	1,099,309
100	133-250	129-070	4-180	3.5%	0-173	0.4%	15%	False	False	896,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-186
2.618	131-237
1.618	131-072
1.000	130-290
0.618	130-227
HIGH	130-125
0.618	130-062
0.500	130-042
0.382	130-023
LOW	129-280
0.618	129-178
1.000	129-115
1.618	129-013
2.618	128-168
4.250	127-219

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	130-042	130-105
PP	130-017	130-058
S1	129-311	130-012

Download as Excel Spreadsheet

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

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