ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	124-200	124-160	-0-040	-0.1%	124-025
High	124-300	124-260	-0-040	-0.1%	124-300
Low	124-165	124-050	-0-115	-0.3%	123-310
Close	124-180	124-215	0-035	0.1%	124-215
Range	0-135	0-210	0-075	55.6%	0-310
ATR	0-227	0-225	-0-001	-0.5%	0-000
Volume	12,783	10,108	-2,675	-20.9%	131,118

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-165	126-080	125-010
R3	125-275	125-190	124-273
R2	125-065	125-065	124-254
R1	124-300	124-300	124-234	125-022
PP	124-175	124-175	124-175	124-196
S1	124-090	124-090	124-196	124-132
S2	123-285	123-285	124-176
S3	123-075	123-200	124-157
S4	122-185	122-310	124-100

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-138	127-007	125-066
R3	126-148	126-017	124-300
R2	125-158	125-158	124-272
R1	125-027	125-027	124-243	125-092
PP	124-168	124-168	124-168	124-201
S1	124-037	124-037	124-187	124-102
S2	123-178	123-178	124-158
S3	122-188	123-047	124-130
S4	121-198	122-057	124-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-300	123-310	0-310	0.8%	0-166	0.4%	73%	False	False	26,223
10	125-185	123-105	2-080	1.8%	0-216	0.5%	60%	False	False	89,089
20	125-280	123-105	2-175	2.0%	0-222	0.6%	53%	False	False	762,655
40	127-100	123-105	3-315	3.2%	0-208	0.5%	34%	False	False	866,367
60	127-200	123-105	4-095	3.4%	0-233	0.6%	31%	False	False	1,000,816
80	131-130	123-105	8-025	6.5%	0-245	0.6%	17%	False	False	1,091,057
100	133-000	123-105	9-215	7.8%	0-224	0.6%	14%	False	False	876,652
120	133-000	123-105	9-215	7.8%	0-198	0.5%	14%	False	False	730,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-192
2.618	126-170
1.618	125-280
1.000	125-150
0.618	125-070
HIGH	124-260
0.618	124-180
0.500	124-155
0.382	124-130
LOW	124-050
0.618	123-240
1.000	123-160
1.618	123-030
2.618	122-140
4.250	121-118

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	124-195	124-195
PP	124-175	124-175
S1	124-155	124-155

Download as Excel Spreadsheet

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

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