ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	124-010	124-200	0-190	0.5%	125-000
High	124-190	124-300	0-110	0.3%	125-000
Low	124-010	124-165	0-155	0.4%	123-105
Close	124-170	124-180	0-010	0.0%	124-025
Range	0-180	0-135	-0-045	-25.0%	1-215
ATR	0-234	0-227	-0-007	-3.0%	0-000
Volume	35,930	12,783	-23,147	-64.4%	353,186

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-300	125-215	124-254
R3	125-165	125-080	124-217
R2	125-030	125-030	124-205
R1	124-265	124-265	124-192	124-240
PP	124-215	124-215	124-215	124-202
S1	124-130	124-130	124-168	124-105
S2	124-080	124-080	124-155
S3	123-265	123-315	124-143
S4	123-130	123-180	124-106

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	124-300	123-105	1-195	1.3%	0-213	0.5%	77%	True	False	35,460
10	125-185	123-105	2-080	1.8%	0-218	0.5%	55%	False	False	265,500
20	125-280	123-105	2-175	2.0%	0-228	0.6%	48%	False	False	846,263
40	127-100	123-105	3-315	3.2%	0-208	0.5%	31%	False	False	891,413
60	129-120	123-105	6-015	4.9%	0-240	0.6%	20%	False	False	1,030,864
80	131-130	123-105	8-025	6.5%	0-244	0.6%	15%	False	False	1,091,963
100	133-000	123-105	9-215	7.8%	0-223	0.6%	13%	False	False	876,587
120	133-000	123-105	9-215	7.8%	0-197	0.5%	13%	False	False	730,826

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-234
2.618	126-013
1.618	125-198
1.000	125-115
0.618	125-063
HIGH	124-300
0.618	124-248
0.500	124-232
0.382	124-217
LOW	124-165
0.618	124-082
1.000	124-030
1.618	123-267
2.618	123-132
4.250	122-231

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	124-232	124-168
PP	124-215	124-157
S1	124-198	124-145

Download as Excel Spreadsheet

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

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