ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	129-080	129-190	0-110	0.3%	130-105
High	129-245	130-150	0-225	0.5%	130-145
Low	129-060	129-100	0-040	0.1%	128-195
Close	129-175	129-250	0-075	0.2%	129-070
Range	0-185	1-050	0-185	100.0%	1-270
ATR	0-210	0-221	0-011	5.5%	0-000
Volume	1,497,380	1,917,185	419,805	28.0%	6,432,150

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-103	132-227	130-134
R3	132-053	131-177	130-032
R2	131-003	131-003	129-318
R1	130-127	130-127	129-284	130-225
PP	129-273	129-273	129-273	130-002
S1	129-077	129-077	129-216	129-175
S2	128-223	128-223	129-182
S3	127-173	128-027	129-148
S4	126-123	126-297	129-046

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	130-150	128-245	1-225	1.3%	0-282	0.7%	60%	True	False	1,815,484
10	130-250	128-195	2-055	1.7%	0-275	0.7%	54%	False	False	1,363,049
20	132-050	128-195	3-175	2.7%	0-241	0.6%	33%	False	False	706,424
40	133-000	128-195	4-125	3.4%	0-164	0.4%	27%	False	False	356,119

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	0-068
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-122
2.618	133-159
1.618	132-109
1.000	131-200
0.618	131-059
HIGH	130-150
0.618	130-009
0.500	129-285
0.382	129-241
LOW	129-100
0.618	128-191
1.000	128-050
1.618	127-141
2.618	126-091
4.250	124-128

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	129-285	129-258
PP	129-273	129-255
S1	129-262	129-252

Download as Excel Spreadsheet

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

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