ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 126-140 126-110 -0-030 -0.1% 125-020
High 126-140 126-110 -0-030 -0.1% 126-150
Low 126-090 126-000 -0-090 -0.2% 125-020
Close 126-090 126-030 -0-060 -0.1% 126-090
Range 0-050 0-110 0-060 120.0% 1-130
ATR 0-175 0-170 -0-005 -2.6% 0-000
Volume 566 1,783 1,217 215.0% 3,781
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-057 126-313 126-090
R3 126-267 126-203 126-060
R2 126-157 126-157 126-050
R1 126-093 126-093 126-040 126-070
PP 126-047 126-047 126-047 126-035
S1 125-303 125-303 126-020 125-280
S2 125-257 125-257 126-010
S3 125-147 125-193 126-000
S4 125-037 125-083 125-290
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 130-050 129-200 127-018
R3 128-240 128-070 126-214
R2 127-110 127-110 126-172
R1 126-260 126-260 126-131 127-025
PP 125-300 125-300 125-300 126-022
S1 125-130 125-130 126-049 125-215
S2 124-170 124-170 126-008
S3 123-040 124-000 125-286
S4 121-230 122-190 125-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-150 125-220 0-250 0.6% 0-142 0.4% 52% False False 1,085
10 126-150 124-120 2-030 1.7% 0-137 0.3% 82% False False 1,494
20 126-150 123-230 2-240 2.2% 0-118 0.3% 86% False False 799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-258
2.618 127-078
1.618 126-288
1.000 126-220
0.618 126-178
HIGH 126-110
0.618 126-068
0.500 126-055
0.382 126-042
LOW 126-000
0.618 125-252
1.000 125-210
1.618 125-142
2.618 125-032
4.250 124-172
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 126-055 126-055
PP 126-047 126-047
S1 126-038 126-038

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

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