ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	128-285	128-200	-0-085	-0.2%	129-085
High	129-030	129-145	0-115	0.3%	130-150
Low	128-175	128-180	0-005	0.0%	128-290
Close	128-200	129-005	0-125	0.3%	129-025
Range	0-175	0-285	0-110	62.9%	1-180
ATR	0-230	0-234	0-004	1.7%	0-000
Volume	1,394,438	1,655,883	261,445	18.7%	8,857,865

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-218	131-077	129-162
R3	130-253	130-112	129-083
R2	129-288	129-288	129-057
R1	129-147	129-147	129-031	129-218
PP	129-003	129-003	129-003	129-039
S1	128-182	128-182	128-299	128-252
S2	128-038	128-038	128-273
S3	127-073	127-217	128-247
S4	126-108	126-252	128-168

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	130-035	128-030	2-005	1.6%	0-267	0.6%	46%	False	False	1,707,191
10	130-150	128-030	2-120	1.8%	0-274	0.7%	39%	False	False	1,761,338
20	131-200	128-030	3-170	2.7%	0-265	0.6%	26%	False	False	1,128,639
40	133-000	128-030	4-290	3.8%	0-187	0.5%	19%	False	False	569,400

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	0-068
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-076
2.618	131-251
1.618	130-286
1.000	130-110
0.618	130-001
HIGH	129-145
0.618	129-036
0.500	129-002
0.382	128-289
LOW	128-180
0.618	128-004
1.000	127-215
1.618	127-039
2.618	126-074
4.250	124-249

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	129-004	128-299
PP	129-003	128-273
S1	129-002	128-248

Download as Excel Spreadsheet

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

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