ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	129-185	129-080	-0-105	-0.3%	130-105
High	129-190	129-245	0-055	0.1%	130-145
Low	129-045	129-060	0-015	0.0%	128-195
Close	129-100	129-175	0-075	0.2%	129-070
Range	0-145	0-185	0-040	27.6%	1-270
ATR	0-212	0-210	-0-002	-0.9%	0-000
Volume	1,314,756	1,497,380	182,624	13.9%	6,432,150

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-075	130-310	129-277
R3	130-210	130-125	129-226
R2	130-025	130-025	129-209
R1	129-260	129-260	129-192	129-302
PP	129-160	129-160	129-160	129-181
S1	129-075	129-075	129-158	129-118
S2	128-295	128-295	129-141
S3	128-110	128-210	129-124
S4	127-245	128-025	129-073

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-307	133-298	130-074
R3	133-037	132-028	129-232
R2	131-087	131-087	129-178
R1	130-078	130-078	129-124	129-268
PP	129-137	129-137	129-137	129-071
S1	128-128	128-128	129-016	127-318
S2	127-187	127-187	128-282
S3	125-237	126-178	128-228
S4	123-287	124-228	128-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-305	128-245	1-060	0.9%	0-244	0.6%	66%	False	False	1,648,231
10	131-130	128-195	2-255	2.2%	0-278	0.7%	34%	False	False	1,191,038
20	132-050	128-195	3-175	2.7%	0-227	0.5%	26%	False	False	610,709
40	133-000	128-195	4-125	3.4%	0-158	0.4%	21%	False	False	308,198

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	0-070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-071
2.618	131-089
1.618	130-224
1.000	130-110
0.618	130-039
HIGH	129-245
0.618	129-174
0.500	129-152
0.382	129-131
LOW	129-060
0.618	128-266
1.000	128-195
1.618	128-081
2.618	127-216
4.250	126-234

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	129-168	129-162
PP	129-160	129-148
S1	129-152	129-135

Download as Excel Spreadsheet

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

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