ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	124-050	123-135	-0-235	-0.6%	125-000
High	124-070	124-230	0-160	0.4%	125-000
Low	123-130	123-105	-0-025	-0.1%	123-105
Close	123-170	124-025	0-175	0.4%	124-025
Range	0-260	1-125	0-185	71.2%	1-215
ATR	0-233	0-248	0-015	6.5%	0-000
Volume	68,251	56,292	-11,959	-17.5%	353,186

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-068	127-172	124-270
R3	126-263	126-047	124-147
R2	125-138	125-138	124-107
R1	124-242	124-242	124-066	125-030
PP	124-013	124-013	124-013	124-068
S1	123-117	123-117	123-304	123-225
S2	122-208	122-208	123-263
S3	121-083	121-312	123-223
S4	119-278	120-187	123-100

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-048	128-092	124-319
R3	127-153	126-197	124-172
R2	125-258	125-258	124-123
R1	124-302	124-302	124-074	124-172
PP	124-043	124-043	124-043	123-299
S1	123-087	123-087	123-296	122-278
S2	122-148	122-148	123-247
S3	120-253	121-192	123-198
S4	119-038	119-297	123-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-185	123-105	2-080	1.8%	0-267	0.7%	33%	False	True	151,955
10	125-280	123-105	2-175	2.1%	0-254	0.6%	29%	False	True	941,476
20	126-315	123-105	3-210	2.9%	0-229	0.6%	21%	False	True	1,011,647
40	127-100	123-105	3-315	3.2%	0-215	0.5%	19%	False	True	985,032
60	129-255	123-105	6-150	5.2%	0-243	0.6%	12%	False	True	1,107,430
80	131-200	123-105	8-095	6.7%	0-247	0.6%	9%	False	True	1,092,465
100	133-000	123-105	9-215	7.8%	0-218	0.6%	8%	False	True	875,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	130-201
2.618	128-115
1.618	126-310
1.000	126-035
0.618	125-185
HIGH	124-230
0.618	124-060
0.500	124-008
0.382	123-275
LOW	123-105
0.618	122-150
1.000	121-300
1.618	121-025
2.618	119-220
4.250	117-134

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	124-019	124-019
PP	124-013	124-013
S1	124-008	124-008

Download as Excel Spreadsheet

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

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