ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 124-150 125-180 1-030 0.9% 125-250
High 125-220 125-200 -0-020 0.0% 125-270
Low 124-060 125-090 1-030 0.9% 124-060
Close 125-210 125-130 -0-080 -0.2% 125-210
Range 1-160 0-110 -1-050 -77.1% 1-210
ATR 0-215 0-208 -0-007 -3.2% 0-000
Volume 9,087 6,141 -2,946 -32.4% 40,143
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-150 126-090 125-190
R3 126-040 125-300 125-160
R2 125-250 125-250 125-150
R1 125-190 125-190 125-140 125-165
PP 125-140 125-140 125-140 125-128
S1 125-080 125-080 125-120 125-055
S2 125-030 125-030 125-110
S3 124-240 124-290 125-100
S4 124-130 124-180 125-070
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
5 125-240 124-060 1-180 1.2% 0-294 0.7% 78% False False 8,351
10 126-110 124-060 2-050 1.7% 0-216 0.5% 57% False False 7,659
20 126-150 124-060 2-090 1.8% 0-176 0.4% 53% False False 4,536
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-028
2.618 126-168
1.618 126-058
1.000 125-310
0.618 125-268
HIGH 125-200
0.618 125-158
0.500 125-145
0.382 125-132
LOW 125-090
0.618 125-022
1.000 124-300
1.618 124-232
2.618 124-122
4.250 123-262
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 125-145 125-080
PP 125-140 125-030
S1 125-135 124-300

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

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