ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	124-095	123-275	-0-140	-0.4%	123-220
High	124-150	123-285	-0-185	-0.5%	124-240
Low	123-315	122-315	-1-000	-0.8%	123-180
Close	124-090	123-180	-0-230	-0.6%	124-090
Range	0-155	0-290	0-135	87.1%	1-060
ATR	0-216	0-230	0-014	6.6%	0-000
Volume	1,294,282	1,641,880	347,598	26.9%	4,981,543

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-063	125-252	124-020
R3	125-093	124-282	123-260
R2	124-123	124-123	123-233
R1	123-312	123-312	123-207	123-232
PP	123-153	123-153	123-153	123-114
S1	123-022	123-022	123-153	122-262
S2	122-183	122-183	123-127
S3	121-213	122-052	123-100
S4	120-243	121-082	123-020

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-243	127-067	124-299
R3	126-183	126-007	124-194
R2	125-123	125-123	124-160
R1	124-267	124-267	124-125	125-035
PP	124-063	124-063	124-063	124-108
S1	123-207	123-207	124-055	123-295
S2	123-003	123-003	124-020
S3	121-263	122-147	123-306
S4	120-203	121-087	123-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-240	122-315	1-245	1.4%	0-248	0.6%	33%	False	True	1,299,647
10	124-240	122-240	2-000	1.6%	0-238	0.6%	41%	False	False	687,489
20	126-020	122-240	3-100	2.7%	0-201	0.5%	25%	False	False	349,901
40	126-150	122-240	3-230	3.0%	0-189	0.5%	22%	False	False	177,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	127-238
2.618	126-084
1.618	125-114
1.000	124-255
0.618	124-144
HIGH	123-285
0.618	123-174
0.500	123-140
0.382	123-106
LOW	122-315
0.618	122-136
1.000	122-025
1.618	121-166
2.618	120-196
4.250	119-042

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	123-167	123-232
PP	123-153	123-215
S1	123-140	123-198

Download as Excel Spreadsheet

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

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