ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 125-000 125-240 0-240 0.6% 124-060
High 125-150 125-270 0-120 0.3% 125-270
Low 125-000 125-080 0-080 0.2% 124-060
Close 125-150 125-080 -0-070 -0.2% 125-080
Range 0-150 0-190 0-040 26.7% 1-210
ATR 0-197 0-196 0-000 -0.2% 0-000
Volume 4,889 2,300 -2,589 -53.0% 9,793
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-073 126-267 125-184
R3 126-203 126-077 125-132
R2 126-013 126-013 125-115
R1 125-207 125-207 125-097 125-175
PP 125-143 125-143 125-143 125-128
S1 125-017 125-017 125-063 124-305
S2 124-273 124-273 125-045
S3 124-083 124-147 125-028
S4 123-213 123-277 124-296
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 130-020 129-100 126-052
R3 128-130 127-210 125-226
R2 126-240 126-240 125-177
R1 126-000 126-000 125-129 126-120
PP 125-030 125-030 125-030 125-090
S1 124-110 124-110 125-031 124-230
S2 123-140 123-140 124-303
S3 121-250 122-220 124-254
S4 120-040 121-010 124-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-060 1-210 1.3% 0-118 0.3% 64% True False 1,958
10 125-270 123-230 2-040 1.7% 0-100 0.2% 72% True False 983
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 0-004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-118
2.618 127-127
1.618 126-257
1.000 126-140
0.618 126-067
HIGH 125-270
0.618 125-197
0.500 125-175
0.382 125-153
LOW 125-080
0.618 124-283
1.000 124-210
1.618 124-093
2.618 123-223
4.250 122-232
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 125-175 125-065
PP 125-143 125-050
S1 125-112 125-035

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

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