ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	123-170	123-030	-0-140	-0.4%	123-220
High	123-190	123-050	-0-140	-0.4%	124-240
Low	123-005	122-085	-0-240	-0.6%	123-180
Close	123-030	122-130	-0-220	-0.6%	124-090
Range	0-185	0-285	0-100	54.1%	1-060
ATR	0-227	0-231	0-004	1.8%	0-000
Volume	1,031,353	1,372,113	340,760	33.0%	4,981,543

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-090	124-235	122-287
R3	124-125	123-270	122-208
R2	123-160	123-160	122-182
R1	122-305	122-305	122-156	122-250
PP	122-195	122-195	122-195	122-168
S1	122-020	122-020	122-104	121-285
S2	121-230	121-230	122-078
S3	120-265	121-055	122-052
S4	119-300	120-090	121-293

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	124-150	122-085	2-065	1.8%	0-235	0.6%	6%	False	True	1,309,103
10	124-240	122-085	2-155	2.0%	0-238	0.6%	6%	False	True	920,686
20	126-020	122-085	3-255	3.1%	0-216	0.6%	4%	False	True	469,649
40	126-150	122-085	4-065	3.4%	0-196	0.5%	3%	False	True	237,240

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-301
2.618	125-156
1.618	124-191
1.000	124-015
0.618	123-226
HIGH	123-050
0.618	122-261
0.500	122-228
0.382	122-194
LOW	122-085
0.618	121-229
1.000	121-120
1.618	120-264
2.618	119-299
4.250	118-154

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	122-228	123-025
PP	122-195	122-273
S1	122-162	122-202

Download as Excel Spreadsheet

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

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