ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 30-Sep-2013

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	125-000	125-070	0-070	0.2%	124-190
High	125-000	125-070	0-070	0.2%	125-000
Low	125-000	125-000	0-000	0.0%	124-190
Close	125-000	125-030	0-030	0.1%	125-000
Range	0-000	0-070	0-070		0-130
ATR	0-128	0-124	-0-004	-3.2%	0-000
Volume	4	2	-2	-50.0%	8

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-243	125-207	125-068
R3	125-173	125-137	125-049
R2	125-103	125-103	125-043
R1	125-067	125-067	125-036	125-050
PP	125-033	125-033	125-033	125-025
S1	124-317	124-317	125-024	124-300
S2	124-283	124-283	125-017
S3	124-213	124-247	125-011
S4	124-143	124-177	124-312

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-027	125-303	125-072
R3	125-217	125-173	125-036
R2	125-087	125-087	125-024
R1	125-043	125-043	125-012	125-065
PP	124-277	124-277	124-277	124-288
S1	124-233	124-233	124-308	124-255
S2	124-147	124-147	124-296
S3	124-017	124-103	124-284
S4	123-207	123-293	124-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-070	124-240	0-150	0.4%	0-014	0.0%	73%	True	False	1
10	125-070	123-090	1-300	1.5%	0-018	0.0%	94%	True	False	1
20	125-070	122-040	3-030	2.5%	0-034	0.1%	96%	True	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-048
2.618	125-253
1.618	125-183
1.000	125-140
0.618	125-113
HIGH	125-070
0.618	125-043
0.500	125-035
0.382	125-027
LOW	125-000
0.618	124-277
1.000	124-250
1.618	124-207
2.618	124-137
4.250	124-022

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	125-035	125-018
PP	125-033	125-007
S1	125-032	124-315

Download as Excel Spreadsheet

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

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