ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 125-210 125-250 0-040 0.1% 126-140
High 125-290 125-270 -0-020 0.0% 126-140
Low 125-210 125-170 -0-040 -0.1% 125-080
Close 125-250 125-200 -0-050 -0.1% 125-250
Range 0-080 0-100 0-020 25.0% 1-060
ATR 0-174 0-168 -0-005 -3.0% 0-000
Volume 5,465 4,525 -940 -17.2% 30,878
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 126-193 126-137 125-255
R3 126-093 126-037 125-228
R2 125-313 125-313 125-218
R1 125-257 125-257 125-209 125-235
PP 125-213 125-213 125-213 125-202
S1 125-157 125-157 125-191 125-135
S2 125-113 125-113 125-182
S3 125-013 125-057 125-172
S4 124-233 124-277 125-145
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
5 126-110 125-080 1-030 0.9% 0-138 0.3% 34% False False 6,967
10 126-150 125-080 1-070 1.0% 0-133 0.3% 31% False False 3,855
20 126-150 123-230 2-240 2.2% 0-126 0.3% 69% False False 2,450
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-055
2.618 126-212
1.618 126-112
1.000 126-050
0.618 126-012
HIGH 125-270
0.618 125-232
0.500 125-220
0.382 125-208
LOW 125-170
0.618 125-108
1.000 125-070
1.618 125-008
2.618 124-228
4.250 124-065
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 125-220 125-195
PP 125-213 125-190
S1 125-207 125-185

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

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