ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	124-100	124-010	-0-090	-0.2%	125-000
High	124-110	124-190	0-080	0.2%	125-000
Low	123-310	124-010	0-020	0.1%	123-105
Close	124-050	124-170	0-120	0.3%	124-025
Range	0-120	0-180	0-060	50.0%	1-215
ATR	0-238	0-234	-0-004	-1.7%	0-000
Volume	54,748	35,930	-18,818	-34.4%	353,186

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-023	125-277	124-269
R3	125-163	125-097	124-220
R2	124-303	124-303	124-203
R1	124-237	124-237	124-186	124-270
PP	124-123	124-123	124-123	124-140
S1	124-057	124-057	124-154	124-090
S2	123-263	123-263	124-137
S3	123-083	123-197	124-120
S4	122-223	123-017	124-071

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	124-230	123-105	1-125	1.1%	0-238	0.6%	87%	False	False	46,554
10	125-270	123-105	2-165	2.0%	0-228	0.6%	48%	False	False	504,435
20	125-290	123-105	2-185	2.1%	0-227	0.6%	47%	False	False	884,875
40	127-100	123-105	3-315	3.2%	0-212	0.5%	30%	False	False	923,286
60	129-120	123-105	6-015	4.9%	0-240	0.6%	20%	False	False	1,047,790
80	131-130	123-105	8-025	6.5%	0-244	0.6%	15%	False	False	1,092,326
100	133-000	123-105	9-215	7.8%	0-222	0.6%	12%	False	False	876,564
120	133-000	123-105	9-215	7.8%	0-195	0.5%	12%	False	False	730,720

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-315
2.618	126-021
1.618	125-161
1.000	125-050
0.618	124-301
HIGH	124-190
0.618	124-121
0.500	124-100
0.382	124-079
LOW	124-010
0.618	123-219
1.000	123-150
1.618	123-039
2.618	122-179
4.250	121-205

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	124-147	124-144
PP	124-123	124-118
S1	124-100	124-092

Download as Excel Spreadsheet

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

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