ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	123-120	124-065	0-265	0.7%	122-315
High	123-220	124-250	1-030	0.9%	123-265
Low	122-300	123-300	1-000	0.8%	122-250
Close	123-175	123-310	0-135	0.3%	123-175
Range	0-240	0-270	0-030	12.5%	1-015
ATR	0-233	0-244	0-012	5.0%	0-000
Volume	993,840	1,385,764	391,924	39.4%	5,229,802

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-243	126-067	124-138
R3	125-293	125-117	124-064
R2	125-023	125-023	124-040
R1	124-167	124-167	124-015	124-120
PP	124-073	124-073	124-073	124-050
S1	123-217	123-217	123-285	123-170
S2	123-123	123-123	123-260
S3	122-173	122-267	123-236
S4	121-223	121-317	123-162

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-168	126-027	124-039
R3	125-153	125-012	123-267
R2	124-138	124-138	123-236
R1	123-317	123-317	123-206	124-068
PP	123-123	123-123	123-123	123-159
S1	122-302	122-302	123-144	123-052
S2	122-108	122-108	123-114
S3	121-093	121-287	123-083
S4	120-078	120-272	122-311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-250	122-250	2-000	1.6%	0-206	0.5%	59%	True	False	1,158,648
10	124-250	122-070	2-180	2.1%	0-244	0.6%	68%	True	False	1,237,648
20	124-250	122-070	2-180	2.1%	0-236	0.6%	68%	True	False	881,713
40	126-140	122-070	4-070	3.4%	0-210	0.5%	41%	False	False	445,245
60	126-150	122-070	4-080	3.4%	0-176	0.4%	41%	False	False	297,057

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	0-034
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-118
2.618	126-317
1.618	126-047
1.000	125-200
0.618	125-097
HIGH	124-250
0.618	124-147
0.500	124-115
0.382	124-083
LOW	123-300
0.618	123-133
1.000	123-030
1.618	122-183
2.618	121-233
4.250	120-112

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	124-115	123-298
PP	124-073	123-287
S1	124-032	123-275

Download as Excel Spreadsheet

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

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