ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	129-000	128-245	-0-075	-0.2%	129-085
High	129-050	129-000	-0-050	-0.1%	130-150
Low	128-170	128-030	-0-140	-0.3%	128-290
Close	128-235	128-270	0-035	0.1%	129-025
Range	0-200	0-290	0-090	45.0%	1-180
ATR	0-230	0-235	0-004	1.8%	0-000
Volume	1,363,968	2,067,984	704,016	51.6%	8,857,865

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-117	131-003	129-110
R3	130-147	130-033	129-030
R2	129-177	129-177	129-003
R1	129-063	129-063	128-297	129-120
PP	128-207	128-207	128-207	128-235
S1	128-093	128-093	128-243	128-150
S2	127-237	127-237	128-217
S3	126-267	127-123	128-190
S4	125-297	126-153	128-110

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-055	133-060	129-300
R3	132-195	131-200	129-162
R2	131-015	131-015	129-117
R1	130-020	130-020	129-071	129-248
PP	129-155	129-155	129-155	129-109
S1	128-160	128-160	128-299	128-068
S2	127-295	127-295	128-253
S3	126-115	126-300	128-208
S4	124-255	125-120	128-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-150	128-030	2-120	1.8%	0-286	0.7%	32%	False	True	1,780,040
10	130-150	128-030	2-120	1.8%	0-278	0.7%	32%	False	True	1,748,918
20	131-200	128-030	3-170	2.7%	0-260	0.6%	21%	False	True	979,023
40	133-000	128-030	4-290	3.8%	0-180	0.4%	15%	False	True	493,158

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	0-078
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-272
2.618	131-119
1.618	130-149
1.000	129-290
0.618	129-179
HIGH	129-000
0.618	128-209
0.500	128-175
0.382	128-141
LOW	128-030
0.618	127-171
1.000	127-060
1.618	126-201
2.618	125-231
4.250	124-078

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	128-238	129-032
PP	128-207	129-005
S1	128-175	128-298

Download as Excel Spreadsheet

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

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