ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 125-020 125-240 0-220 0.5% 124-060
High 125-220 125-250 0-030 0.1% 125-270
Low 125-020 125-210 0-190 0.5% 124-060
Close 125-210 125-240 0-030 0.1% 125-080
Range 0-200 0-040 -0-160 -80.0% 1-210
ATR 0-196 0-185 -0-011 -5.7% 0-000
Volume 634 70 -564 -89.0% 9,793
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 126-033 126-017 125-262
R3 125-313 125-297 125-251
R2 125-273 125-273 125-247
R1 125-257 125-257 125-244 125-260
PP 125-233 125-233 125-233 125-235
S1 125-217 125-217 125-236 125-220
S2 125-193 125-193 125-233
S3 125-153 125-177 125-229
S4 125-113 125-137 125-218
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
5 125-270 124-120 1-150 1.2% 0-132 0.3% 94% False False 1,902
10 125-270 123-230 2-040 1.7% 0-124 0.3% 96% False False 1,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-100
2.618 126-035
1.618 125-315
1.000 125-290
0.618 125-275
HIGH 125-250
0.618 125-235
0.500 125-230
0.382 125-225
LOW 125-210
0.618 125-185
1.000 125-170
1.618 125-145
2.618 125-105
4.250 125-040
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 125-237 125-208
PP 125-233 125-177
S1 125-230 125-145

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

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