ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 16-May-2013

Day Change Summary
	Previous	Current
	15-May-2013	16-May-2013	Change	Change %	Previous Week
Open	130-220	131-010	0-110	0.3%	132-030
High	131-040	131-200	0-160	0.4%	132-050
Low	130-200	130-270	0-070	0.2%	131-020
Close	130-300	131-190	0-210	0.5%	131-070
Range	0-160	0-250	0-090	56.3%	1-030
ATR	0-124	0-133	0-009	7.2%	0-000
Volume	34,557	30,914	-3,643	-10.5%	59,356

Daily Pivots for day following 16-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-223	133-137	132-008
R3	132-293	132-207	131-259
R2	132-043	132-043	131-236
R1	131-277	131-277	131-213	132-000
PP	131-113	131-113	131-113	131-135
S1	131-027	131-027	131-167	131-070
S2	130-183	130-183	131-144
S3	129-253	130-097	131-121
S4	129-003	129-167	131-052

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	131-290	130-190	1-100	1.0%	0-204	0.5%	76%	False	False	21,704
10	132-300	130-190	2-110	1.8%	0-170	0.4%	43%	False	False	16,614
20	133-000	130-190	2-130	1.8%	0-121	0.3%	42%	False	False	11,439
40	133-000	130-180	2-140	1.9%	0-091	0.2%	42%	False	False	6,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-302
2.618	133-214
1.618	132-284
1.000	132-130
0.618	132-034
HIGH	131-200
0.618	131-104
0.500	131-075
0.382	131-046
LOW	130-270
0.618	130-116
1.000	130-020
1.618	129-186
2.618	128-256
4.250	127-168

Fisher Pivots for day following 16-May-2013
Pivot	1 day	3 day
R1	131-152	131-138
PP	131-113	131-087
S1	131-075	131-035

Download as Excel Spreadsheet

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

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