ECBOT 10 Year T-Note Future December 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	123-060	122-270	-0-110	-0.3%	123-275
High	123-075	123-150	0-075	0.2%	123-285
Low	122-250	122-255	0-005	0.0%	122-070
Close	122-300	123-125	0-145	0.4%	122-300
Range	0-145	0-215	0-070	48.3%	1-215
ATR	0-240	0-238	-0-002	-0.7%	0-000
Volume	1,033,500	1,271,479	237,979	23.0%	5,760,921

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-075	124-315	123-243
R3	124-180	124-100	123-184
R2	123-285	123-285	123-164
R1	123-205	123-205	123-145	123-245
PP	123-070	123-070	123-070	123-090
S1	122-310	122-310	123-105	123-030
S2	122-175	122-175	123-086
S3	121-280	122-095	123-066
S4	121-065	121-200	123-007

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-010	127-050	123-274
R3	126-115	125-155	123-127
R2	124-220	124-220	123-078
R1	123-260	123-260	123-029	123-132
PP	123-005	123-005	123-005	122-261
S1	122-045	122-045	122-251	121-238
S2	121-110	121-110	122-202
S3	119-215	120-150	122-153
S4	118-000	118-255	122-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-205	122-070	1-135	1.2%	0-260	0.7%	82%	False	False	1,242,998
10	124-230	122-070	2-160	2.0%	0-243	0.6%	47%	False	False	1,291,147
20	124-270	122-070	2-200	2.1%	0-236	0.6%	45%	False	False	710,429
40	126-150	122-070	4-080	3.4%	0-207	0.5%	28%	False	False	358,115

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	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-104
2.618	125-073
1.618	124-178
1.000	124-045
0.618	123-283
HIGH	123-150
0.618	123-068
0.500	123-042
0.382	123-017
LOW	122-255
0.618	122-122
1.000	122-040
1.618	121-227
2.618	121-012
4.250	119-301

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	123-098	123-098
PP	123-070	123-072
S1	123-042	123-045

Download as Excel Spreadsheet

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

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