ECBOT 10 Year T-Note Future December 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	122-270	123-125	0-175	0.4%	123-275
High	123-150	123-265	0-115	0.3%	123-285
Low	122-255	123-105	0-170	0.4%	122-070
Close	123-125	123-135	0-010	0.0%	122-300
Range	0-215	0-160	-0-055	-25.6%	1-215
ATR	0-238	0-232	-0-006	-2.3%	0-000
Volume	1,271,479	1,108,657	-162,822	-12.8%	5,760,921

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-008	124-232	123-223
R3	124-168	124-072	123-179
R2	124-008	124-008	123-164
R1	123-232	123-232	123-150	123-280
PP	123-168	123-168	123-168	123-192
S1	123-072	123-072	123-120	123-120
S2	123-008	123-008	123-106
S3	122-168	122-232	123-091
S4	122-008	122-072	123-047

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	123-265	122-070	1-195	1.3%	0-235	0.6%	75%	True	False	1,190,307
10	124-150	122-070	2-080	1.8%	0-235	0.6%	53%	False	False	1,249,705
20	124-270	122-070	2-200	2.1%	0-241	0.6%	46%	False	False	764,955
40	126-140	122-070	4-070	3.4%	0-204	0.5%	29%	False	False	385,804

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-305
2.618	125-044
1.618	124-204
1.000	124-105
0.618	124-044
HIGH	123-265
0.618	123-204
0.500	123-185
0.382	123-166
LOW	123-105
0.618	123-006
1.000	122-265
1.618	122-166
2.618	122-006
4.250	121-065

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	123-185	123-122
PP	123-168	123-110
S1	123-152	123-098

Download as Excel Spreadsheet

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

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