ECBOT 10 Year T-Note Future September 2013

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

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	126-255	126-165	-0-090	-0.2%	126-180
High	126-315	126-165	-0-150	-0.4%	126-290
Low	126-155	125-185	-0-290	-0.7%	126-055
Close	126-200	125-225	-0-295	-0.7%	126-260
Range	0-160	0-300	0-140	87.5%	0-235
ATR	0-208	0-217	0-009	4.4%	0-000
Volume	732,539	1,390,906	658,367	89.9%	3,758,201

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-238	128-052	126-070
R3	127-258	127-072	125-308
R2	126-278	126-278	125-280
R1	126-092	126-092	125-252	126-035
PP	125-298	125-298	125-298	125-270
S1	125-112	125-112	125-198	125-055
S2	124-318	124-318	125-170
S3	124-018	124-132	125-142
S4	123-038	123-152	125-060

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-267	128-178	127-069
R3	128-032	127-263	127-005
R2	127-117	127-117	126-303
R1	127-028	127-028	126-282	127-072
PP	126-202	126-202	126-202	126-224
S1	126-113	126-113	126-238	126-158
S2	125-287	125-287	126-217
S3	125-052	125-198	126-195
S4	124-137	124-283	126-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-315	125-185	1-130	1.1%	0-155	0.4%	9%	False	True	901,985
10	126-315	125-050	1-265	1.5%	0-222	0.6%	30%	False	False	1,044,397
20	127-100	125-050	2-050	1.7%	0-197	0.5%	25%	False	False	961,696
40	129-120	124-115	5-005	4.0%	0-246	0.6%	27%	False	False	1,129,248
60	131-130	124-115	7-015	5.6%	0-250	0.6%	19%	False	False	1,161,477
80	133-000	124-115	8-205	6.9%	0-221	0.5%	16%	False	False	874,486
100	133-000	124-115	8-205	6.9%	0-189	0.5%	16%	False	False	699,889

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	130-160
2.618	128-310
1.618	128-010
1.000	127-145
0.618	127-030
HIGH	126-165
0.618	126-050
0.500	126-015
0.382	125-300
LOW	125-185
0.618	125-000
1.000	124-205
1.618	124-020
2.618	123-040
4.250	121-190

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	126-015	126-090
PP	125-298	126-028
S1	125-262	125-287

Download as Excel Spreadsheet

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

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