ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	125-215	125-255	0-040	0.1%	126-180
High	125-290	125-280	-0-010	0.0%	126-290
Low	125-180	124-260	-0-240	-0.6%	126-055
Close	125-250	125-160	-0-090	-0.2%	126-260
Range	0-110	1-020	0-230	209.1%	0-235
ATR	0-209	0-218	0-009	4.5%	0-000
Volume	785,023	1,682,284	897,261	114.3%	3,758,201

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-187	128-033	126-027
R3	127-167	127-013	125-254
R2	126-147	126-147	125-222
R1	125-313	125-313	125-191	125-220
PP	125-127	125-127	125-127	125-080
S1	124-293	124-293	125-129	124-200
S2	124-107	124-107	125-098
S3	123-087	123-273	125-066
S4	122-067	122-253	124-293

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	124-260	2-055	1.7%	0-197	0.5%	32%	False	True	1,022,195
10	126-315	124-260	2-055	1.7%	0-194	0.5%	32%	False	True	991,085
20	127-100	124-260	2-160	2.0%	0-194	0.5%	28%	False	True	970,080
40	127-200	124-115	3-085	2.6%	0-239	0.6%	35%	False	False	1,119,896
60	131-130	124-115	7-015	5.6%	0-253	0.6%	16%	False	False	1,200,524
80	133-000	124-115	8-205	6.9%	0-225	0.6%	13%	False	False	905,152
100	133-000	124-115	8-205	6.9%	0-194	0.5%	13%	False	False	724,562

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	0-036
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	130-125
2.618	128-210
1.618	127-190
1.000	126-300
0.618	126-170
HIGH	125-280
0.618	125-150
0.500	125-110
0.382	125-070
LOW	124-260
0.618	124-050
1.000	123-240
1.618	123-030
2.618	122-010
4.250	120-095

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	125-143	125-212
PP	125-127	125-195
S1	125-110	125-178

Download as Excel Spreadsheet

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

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