ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 24-Apr-2013

Day Change Summary
	Previous	Current
	23-Apr-2013	24-Apr-2013	Change	Change %	Previous Week
Open	132-180	132-060	-0-120	-0.3%	132-060
High	132-180	132-120	-0-060	-0.1%	132-160
Low	132-080	132-050	-0-030	-0.1%	132-030
Close	132-100	132-110	0-010	0.0%	132-070
Range	0-100	0-070	-0-030	-30.0%	0-130
ATR	0-087	0-086	-0-001	-1.4%	0-000
Volume	3,627	4,833	1,206	33.3%	20,558

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-303	132-277	132-148
R3	132-233	132-207	132-129
R2	132-163	132-163	132-123
R1	132-137	132-137	132-116	132-150
PP	132-093	132-093	132-093	132-100
S1	132-067	132-067	132-104	132-080
S2	132-023	132-023	132-097
S3	131-273	131-317	132-091
S4	131-203	131-247	132-072

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-157	133-083	132-142
R3	133-027	132-273	132-106
R2	132-217	132-217	132-094
R1	132-143	132-143	132-082	132-180
PP	132-087	132-087	132-087	132-105
S1	132-013	132-013	132-058	132-050
S2	131-277	131-277	132-046
S3	131-147	131-203	132-034
S4	131-017	131-073	131-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-180	132-050	0-130	0.3%	0-048	0.1%	46%	False	True	7,327
10	132-180	131-220	0-280	0.7%	0-067	0.2%	75%	False	False	4,132
20	132-180	131-000	1-180	1.2%	0-072	0.2%	86%	False	False	2,442

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	True
Bull Hook	False
Stretch	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-098
2.618	132-303
1.618	132-233
1.000	132-190
0.618	132-163
HIGH	132-120
0.618	132-093
0.500	132-085
0.382	132-077
LOW	132-050
0.618	132-007
1.000	131-300
1.618	131-257
2.618	131-187
4.250	131-072

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	132-102	132-115
PP	132-093	132-113
S1	132-085	132-112

Download as Excel Spreadsheet

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

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