ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 125-160 124-150 -1-010 -0.8% 125-250
High 125-170 125-220 0-050 0.1% 125-270
Low 124-120 124-060 -0-060 -0.2% 124-060
Close 124-120 125-210 1-090 1.0% 125-210
Range 1-050 1-160 0-110 29.7% 1-210
ATR 0-195 0-215 0-020 10.5% 0-000
Volume 11,987 9,087 -2,900 -24.2% 40,143
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 129-217 129-053 126-154
R3 128-057 127-213 126-022
R2 126-217 126-217 125-298
R1 126-053 126-053 125-254 126-135
PP 125-057 125-057 125-057 125-098
S1 124-213 124-213 125-166 124-295
S2 123-217 123-217 125-122
S3 122-057 123-053 125-078
S4 120-217 121-213 124-266
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 130-063 129-187 126-182
R3 128-173 127-297 126-036
R2 126-283 126-283 125-307
R1 126-087 126-087 125-259 125-240
PP 125-073 125-073 125-073 124-310
S1 124-197 124-197 125-161 124-030
S2 123-183 123-183 125-113
S3 121-293 122-307 125-064
S4 120-083 121-097 124-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-060 1-210 1.3% 0-292 0.7% 89% False True 8,028
10 126-140 124-060 2-080 1.8% 0-210 0.5% 65% False True 7,102
20 126-150 124-060 2-090 1.8% 0-174 0.4% 64% False True 4,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 132-020
2.618 129-197
1.618 128-037
1.000 127-060
0.618 126-197
HIGH 125-220
0.618 125-037
0.500 124-300
0.382 124-243
LOW 124-060
0.618 123-083
1.000 122-220
1.618 121-243
2.618 120-083
4.250 117-260
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 125-133 125-133
PP 125-057 125-057
S1 124-300 124-300

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

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