ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 125-220 126-100 0-200 0.5% 124-060
High 126-150 126-120 -0-030 -0.1% 125-270
Low 125-220 125-270 0-050 0.1% 124-060
Close 126-060 125-290 -0-090 -0.2% 125-080
Range 0-250 0-170 -0-080 -32.0% 1-210
ATR 0-190 0-188 -0-001 -0.7% 0-000
Volume 1,083 924 -159 -14.7% 9,793
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-203 127-097 126-064
R3 127-033 126-247 126-017
R2 126-183 126-183 126-001
R1 126-077 126-077 125-306 126-045
PP 126-013 126-013 126-013 125-318
S1 125-227 125-227 125-274 125-195
S2 125-163 125-163 125-259
S3 124-313 125-057 125-243
S4 124-143 124-207 125-196
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
5 126-150 125-020 1-130 1.1% 0-170 0.4% 60% False False 1,002
10 126-150 123-230 2-240 2.2% 0-166 0.4% 80% False False 1,251
20 126-150 123-230 2-240 2.2% 0-103 0.3% 80% False False 629
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-202
2.618 127-245
1.618 127-075
1.000 126-290
0.618 126-225
HIGH 126-120
0.618 126-055
0.500 126-035
0.382 126-015
LOW 125-270
0.618 125-165
1.000 125-100
1.618 124-315
2.618 124-145
4.250 123-188
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 126-035 126-020
PP 126-013 126-003
S1 125-312 125-307

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

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