ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	126-165	125-215	-0-270	-0.7%	126-180
High	126-165	125-290	-0-195	-0.5%	126-290
Low	125-185	125-180	-0-005	0.0%	126-055
Close	125-225	125-250	0-025	0.1%	126-260
Range	0-300	0-110	-0-190	-63.3%	0-235
ATR	0-217	0-209	-0-008	-3.5%	0-000
Volume	1,390,906	785,023	-605,883	-43.6%	3,758,201

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-250	126-200	125-310
R3	126-140	126-090	125-280
R2	126-030	126-030	125-270
R1	125-300	125-300	125-260	126-005
PP	125-240	125-240	125-240	125-252
S1	125-190	125-190	125-240	125-215
S2	125-130	125-130	125-230
S3	125-020	125-080	125-220
S4	124-230	124-290	125-190

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	125-180	1-135	1.1%	0-150	0.4%	15%	False	True	869,748
10	126-315	125-050	1-265	1.5%	0-198	0.5%	34%	False	False	956,899
20	127-100	125-050	2-050	1.7%	0-187	0.5%	29%	False	False	936,562
40	129-120	124-115	5-005	4.0%	0-246	0.6%	28%	False	False	1,123,164
60	131-130	124-115	7-015	5.6%	0-250	0.6%	20%	False	False	1,173,863
80	133-000	124-115	8-205	6.9%	0-222	0.6%	16%	False	False	884,168
100	133-000	124-115	8-205	6.9%	0-190	0.5%	16%	False	False	707,739

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-118
2.618	126-258
1.618	126-148
1.000	126-080
0.618	126-038
HIGH	125-290
0.618	125-248
0.500	125-235
0.382	125-222
LOW	125-180
0.618	125-112
1.000	125-070
1.618	125-002
2.618	124-212
4.250	124-032

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	125-245	126-088
PP	125-240	126-035
S1	125-235	125-302

Download as Excel Spreadsheet

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

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