ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	124-190	124-050	-0-140	-0.4%	124-300
High	124-220	124-070	-0-150	-0.4%	125-280
Low	124-035	123-130	-0-225	-0.6%	124-255
Close	124-060	123-170	-0-210	-0.5%	125-110
Range	0-185	0-260	0-075	40.5%	1-025
ATR	0-231	0-233	0-002	0.9%	0-000
Volume	50,762	68,251	17,489	34.5%	7,585,284

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-050	125-210	123-313
R3	125-110	124-270	123-242
R2	124-170	124-170	123-218
R1	124-010	124-010	123-194	123-280
PP	123-230	123-230	123-230	123-205
S1	123-070	123-070	123-146	123-020
S2	122-290	122-290	123-122
S3	122-030	122-130	123-098
S4	121-090	121-190	123-027

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-183	128-012	125-300
R3	127-158	126-307	125-205
R2	126-133	126-133	125-173
R1	125-282	125-282	125-142	126-048
PP	125-108	125-108	125-108	125-151
S1	124-257	124-257	125-078	125-022
S2	124-083	124-083	125-047
S3	123-058	123-232	125-015
S4	122-033	122-207	124-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-185	123-130	2-055	1.8%	0-224	0.6%	6%	False	True	495,540
10	125-280	123-130	2-150	2.0%	0-226	0.6%	5%	False	True	1,058,370
20	126-315	123-130	3-185	2.9%	0-212	0.5%	3%	False	True	1,054,835
40	127-100	123-130	3-290	3.2%	0-209	0.5%	3%	False	True	1,015,484
60	129-255	123-130	6-125	5.2%	0-238	0.6%	2%	False	True	1,129,732
80	131-200	123-130	8-070	6.7%	0-244	0.6%	2%	False	True	1,092,055
100	133-000	123-130	9-190	7.8%	0-215	0.5%	1%	False	True	875,103

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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-215
2.618	126-111
1.618	125-171
1.000	125-010
0.618	124-231
HIGH	124-070
0.618	123-291
0.500	123-260
0.382	123-229
LOW	123-130
0.618	122-289
1.000	122-190
1.618	122-029
2.618	121-089
4.250	119-305

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	123-260	124-065
PP	123-230	123-313
S1	123-200	123-242

Download as Excel Spreadsheet

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

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