ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 01-May-2013

Day Change Summary
	Previous	Current
	30-Apr-2013	01-May-2013	Change	Change %	Previous Week
Open	132-220	132-230	0-010	0.0%	132-090
High	132-290	133-000	0-030	0.1%	132-220
Low	132-190	132-230	0-040	0.1%	132-050
Close	132-190	132-270	0-080	0.2%	132-210
Range	0-100	0-090	-0-010	-10.0%	0-170
ATR	0-086	0-089	0-003	3.7%	0-000
Volume	2,399	8,124	5,725	238.6%	29,247

Daily Pivots for day following 01-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-223	133-177	133-000
R3	133-133	133-087	132-295
R2	133-043	133-043	132-286
R1	132-317	132-317	132-278	133-020
PP	132-273	132-273	132-273	132-285
S1	132-227	132-227	132-262	132-250
S2	132-183	132-183	132-254
S3	132-093	132-137	132-245
S4	132-003	132-047	132-220

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-030	133-290	132-304
R3	133-180	133-120	132-257
R2	133-010	133-010	132-241
R1	132-270	132-270	132-226	132-300
PP	132-160	132-160	132-160	132-175
S1	132-100	132-100	132-194	132-130
S2	131-310	131-310	132-179
S3	131-140	131-250	132-163
S4	130-290	131-080	132-116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-000	132-050	0-270	0.6%	0-082	0.2%	81%	True	False	4,715
10	133-000	132-050	0-270	0.6%	0-065	0.2%	81%	True	False	6,021
20	133-000	131-200	1-120	1.0%	0-080	0.2%	89%	True	False	3,596

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	0-007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-062
2.618	133-236
1.618	133-146
1.000	133-090
0.618	133-056
HIGH	133-000
0.618	132-286
0.500	132-275
0.382	132-264
LOW	132-230
0.618	132-174
1.000	132-140
1.618	132-084
2.618	131-314
4.250	131-168

Fisher Pivots for day following 01-May-2013
Pivot	1 day	3 day
R1	132-275	132-265
PP	132-273	132-260
S1	132-272	132-255

Download as Excel Spreadsheet

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

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