ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 15-May-2013

Day Change Summary
	Previous	Current
	14-May-2013	15-May-2013	Change	Change %	Previous Week
Open	131-040	130-220	-0-140	-0.3%	132-030
High	131-080	131-040	-0-040	-0.1%	132-050
Low	130-190	130-200	0-010	0.0%	131-020
Close	130-260	130-300	0-040	0.1%	131-070
Range	0-210	0-160	-0-050	-23.8%	1-030
ATR	0-122	0-124	0-003	2.2%	0-000
Volume	23,452	34,557	11,105	47.4%	59,356

Daily Pivots for day following 15-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-127	132-053	131-068
R3	131-287	131-213	131-024
R2	131-127	131-127	131-009
R1	131-053	131-053	130-315	131-090
PP	130-287	130-287	130-287	130-305
S1	130-213	130-213	130-285	130-250
S2	130-127	130-127	130-271
S3	129-287	130-053	130-256
S4	129-127	129-213	130-212

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-243	134-027	131-262
R3	133-213	132-317	131-166
R2	132-183	132-183	131-134
R1	131-287	131-287	131-102	131-220
PP	131-153	131-153	131-153	131-120
S1	130-257	130-257	131-038	130-190
S2	130-123	130-123	131-006
S3	129-093	129-227	130-294
S4	128-063	128-197	130-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-050	130-190	1-180	1.2%	0-172	0.4%	22%	False	False	18,334
10	132-300	130-190	2-110	1.8%	0-154	0.4%	15%	False	False	14,303
20	133-000	130-190	2-130	1.8%	0-110	0.3%	14%	False	False	10,162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-080
2.618	132-139
1.618	131-299
1.000	131-200
0.618	131-139
HIGH	131-040
0.618	130-299
0.500	130-280
0.382	130-261
LOW	130-200
0.618	130-101
1.000	130-040
1.618	129-261
2.618	129-101
4.250	128-160

Fisher Pivots for day following 15-May-2013
Pivot	1 day	3 day
R1	130-293	130-305
PP	130-287	130-303
S1	130-280	130-302

Download as Excel Spreadsheet

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

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