ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 125-130 125-210 0-080 0.2% 126-140
High 125-210 125-290 0-080 0.2% 126-140
Low 125-080 125-210 0-130 0.3% 125-080
Close 125-120 125-250 0-130 0.3% 125-250
Range 0-130 0-080 -0-050 -38.5% 1-060
ATR 0-174 0-174 0-000 -0.2% 0-000
Volume 16,200 5,465 -10,735 -66.3% 30,878
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 126-170 126-130 125-294
R3 126-090 126-050 125-272
R2 126-010 126-010 125-265
R1 125-290 125-290 125-257 125-310
PP 125-250 125-250 125-250 125-260
S1 125-210 125-210 125-243 125-230
S2 125-170 125-170 125-235
S3 125-090 125-130 125-228
S4 125-010 125-050 125-206
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 129-123 128-247 126-139
R3 128-063 127-187 126-034
R2 127-003 127-003 126-000
R1 126-127 126-127 125-285 126-035
PP 125-263 125-263 125-263 125-218
S1 125-067 125-067 125-215 124-295
S2 124-203 124-203 125-180
S3 123-143 124-007 125-146
S4 122-083 122-267 125-041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-140 125-080 1-060 0.9% 0-128 0.3% 45% False False 6,175
10 126-150 125-020 1-130 1.1% 0-143 0.4% 51% False False 3,465
20 126-150 123-230 2-240 2.2% 0-122 0.3% 75% False False 2,224
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-310
2.618 126-179
1.618 126-099
1.000 126-050
0.618 126-019
HIGH 125-290
0.618 125-259
0.500 125-250
0.382 125-241
LOW 125-210
0.618 125-161
1.000 125-130
1.618 125-081
2.618 125-001
4.250 124-190
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 125-250 125-245
PP 125-250 125-240
S1 125-250 125-235

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

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