ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 126-110 126-050 -0-060 -0.1% 125-020
High 126-110 126-070 -0-040 -0.1% 126-150
Low 126-000 125-120 -0-200 -0.5% 125-020
Close 126-030 125-170 -0-180 -0.4% 126-090
Range 0-110 0-270 0-160 145.5% 1-130
ATR 0-170 0-177 0-007 4.2% 0-000
Volume 1,783 6,864 5,081 285.0% 3,781
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-077 127-233 125-318
R3 127-127 126-283 125-244
R2 126-177 126-177 125-220
R1 126-013 126-013 125-195 125-280
PP 125-227 125-227 125-227 125-200
S1 125-063 125-063 125-145 125-010
S2 124-277 124-277 125-120
S3 124-007 124-113 125-096
S4 123-057 123-163 125-022
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
5 126-140 125-120 1-020 0.8% 0-146 0.4% 15% False True 2,241
10 126-150 125-000 1-150 1.2% 0-156 0.4% 36% False False 2,018
20 126-150 123-230 2-240 2.2% 0-120 0.3% 66% False False 1,142
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 0-014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 129-258
2.618 128-137
1.618 127-187
1.000 127-020
0.618 126-237
HIGH 126-070
0.618 125-287
0.500 125-255
0.382 125-223
LOW 125-120
0.618 124-273
1.000 124-170
1.618 124-003
2.618 123-053
4.250 121-252
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 125-255 125-290
PP 125-227 125-250
S1 125-198 125-210

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

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