ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 04-Apr-2013

Day Change Summary
	Previous	Current
	03-Apr-2013	04-Apr-2013	Change	Change %	Previous Week
Open	131-090	131-230	0-140	0.3%	130-220
High	131-200	132-010	0-130	0.3%	131-080
Low	131-090	131-230	0-140	0.3%	130-220
Close	131-180	132-010	0-150	0.4%	131-040
Range	0-110	0-100	-0-010	-9.1%	0-180
ATR
Volume	222	1,745	1,523	686.0%	260

Daily Pivots for day following 04-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-277	132-243	132-065
R3	132-177	132-143	132-038
R2	132-077	132-077	132-028
R1	132-043	132-043	132-019	132-060
PP	131-297	131-297	131-297	131-305
S1	131-263	131-263	132-001	131-280
S2	131-197	131-197	131-312
S3	131-097	131-163	131-302
S4	130-317	131-063	131-275

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-227	132-153	131-139
R3	132-047	131-293	131-090
R2	131-187	131-187	131-073
R1	131-113	131-113	131-056	131-150
PP	131-007	131-007	131-007	131-025
S1	130-253	130-253	131-024	130-290
S2	130-147	130-147	131-007
S3	129-287	130-073	130-310
S4	129-107	129-213	130-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-010	131-000	1-010	0.8%	0-072	0.2%	100%	True	False	440
10	132-010	130-180	1-150	1.1%	0-036	0.1%	100%	True	False	233

Crabel Price Patterns
NR	True
NR4	False
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	0-001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-115
2.618	132-272
1.618	132-172
1.000	132-110
0.618	132-072
HIGH	132-010
0.618	131-292
0.500	131-280
0.382	131-268
LOW	131-230
0.618	131-168
1.000	131-130
1.618	131-068
2.618	130-288
4.250	130-125

Fisher Pivots for day following 04-Apr-2013
Pivot	1 day	3 day
R1	131-313	131-278
PP	131-297	131-227
S1	131-280	131-175

Download as Excel Spreadsheet

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

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