ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	130-290	130-285	-0-005	0.0%	130-300
High	131-060	131-050	-0-010	0.0%	131-200
Low	130-240	130-190	-0-050	-0.1%	130-190
Close	130-280	130-310	0-030	0.1%	130-300
Range	0-140	0-180	0-040	28.6%	1-010
ATR	0-141	0-144	0-003	2.0%	0-000
Volume	41,842	82,626	40,784	97.5%	154,190

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-190	132-110	131-089
R3	132-010	131-250	131-040
R2	131-150	131-150	131-023
R1	131-070	131-070	131-006	131-110
PP	130-290	130-290	130-290	130-310
S1	130-210	130-210	130-294	130-250
S2	130-110	130-110	130-277
S3	129-250	130-030	130-260
S4	129-070	129-170	130-211

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-047	133-183	131-162
R3	133-037	132-173	131-071
R2	132-027	132-027	131-040
R1	131-163	131-163	131-010	131-145
PP	131-017	131-017	131-017	131-008
S1	130-153	130-153	130-270	130-135
S2	130-007	130-007	130-240
S3	128-317	129-143	130-209
S4	127-307	128-133	130-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-200	130-190	1-010	0.8%	0-194	0.5%	36%	False	True	48,761
10	132-050	130-190	1-180	1.2%	0-176	0.4%	24%	False	True	30,379
20	133-000	130-190	2-130	1.8%	0-142	0.3%	16%	False	True	19,034
40	133-000	130-190	2-130	1.8%	0-105	0.3%	16%	False	True	10,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-175
2.618	132-201
1.618	132-021
1.000	131-230
0.618	131-161
HIGH	131-050
0.618	130-301
0.500	130-280
0.382	130-259
LOW	130-190
0.618	130-079
1.000	130-010
1.618	129-219
2.618	129-039
4.250	128-065

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	130-300	131-035
PP	130-290	131-020
S1	130-280	131-005

Download as Excel Spreadsheet

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

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