ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 125-170 125-160 -0-010 0.0% 126-140
High 125-200 125-170 -0-030 -0.1% 126-140
Low 124-100 124-120 0-020 0.1% 125-080
Close 125-160 124-120 -1-040 -0.9% 125-250
Range 1-100 1-050 -0-050 -11.9% 1-060
ATR 0-181 0-195 0-013 7.5% 0-000
Volume 5,134 11,987 6,853 133.5% 30,878
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-073 127-147 125-004
R3 127-023 126-097 124-222
R2 125-293 125-293 124-188
R1 125-047 125-047 124-154 124-305
PP 124-243 124-243 124-243 124-212
S1 123-317 123-317 124-086 123-255
S2 123-193 123-193 124-052
S3 122-143 122-267 124-018
S4 121-093 121-217 123-236
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
5 125-290 124-100 1-190 1.3% 0-212 0.5% 4% False False 7,304
10 126-140 124-100 2-040 1.7% 0-175 0.4% 3% False False 6,300
20 126-150 123-230 2-240 2.2% 0-170 0.4% 24% False False 3,775
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-142
2.618 128-179
1.618 127-129
1.000 126-220
0.618 126-079
HIGH 125-170
0.618 125-029
0.500 124-305
0.382 124-261
LOW 124-120
0.618 123-211
1.000 123-070
1.618 122-161
2.618 121-111
4.250 119-148
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 124-305 125-010
PP 124-243 124-260
S1 124-182 124-190

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

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