ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 02-May-2013

Day Change Summary
	Previous	Current
	01-May-2013	02-May-2013	Change	Change %	Previous Week
Open	132-230	132-280	0-050	0.1%	132-090
High	133-000	132-300	-0-020	0.0%	132-220
Low	132-230	132-210	-0-020	0.0%	132-050
Close	132-270	132-280	0-010	0.0%	132-210
Range	0-090	0-090	0-000	0.0%	0-170
ATR	0-089	0-089	0-000	0.1%	0-000
Volume	8,124	7,805	-319	-3.9%	29,247

Daily Pivots for day following 02-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-213	133-177	133-010
R3	133-123	133-087	132-305
R2	133-033	133-033	132-296
R1	132-317	132-317	132-288	133-005
PP	132-263	132-263	132-263	132-268
S1	132-227	132-227	132-272	132-235
S2	132-173	132-173	132-264
S3	132-083	132-137	132-255
S4	131-313	132-047	132-230

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	132-090	0-230	0.5%	0-092	0.2%	83%	False	False	5,869
10	133-000	132-050	0-270	0.6%	0-072	0.2%	85%	False	False	6,264
20	133-000	131-200	1-120	1.0%	0-080	0.2%	91%	False	False	3,899

Crabel Price Patterns
NR	False
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	0-009

Fibonacci Retracements and Extensions
4.250	134-042
2.618	133-216
1.618	133-126
1.000	133-070
0.618	133-036
HIGH	132-300
0.618	132-266
0.500	132-255
0.382	132-244
LOW	132-210
0.618	132-154
1.000	132-120
1.618	132-064
2.618	131-294
4.250	131-148

Fisher Pivots for day following 02-May-2013
Pivot	1 day	3 day
R1	132-272	132-272
PP	132-263	132-263
S1	132-255	132-255

Download as Excel Spreadsheet

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

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