ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 125-180 125-110 -0-070 -0.2% 125-250
High 125-200 125-140 -0-060 -0.1% 125-270
Low 125-090 125-090 0-000 0.0% 124-060
Close 125-130 125-130 0-000 0.0% 125-210
Range 0-110 0-050 -0-060 -54.5% 1-210
ATR 0-208 0-197 -0-011 -5.4% 0-000
Volume 6,141 3,218 -2,923 -47.6% 40,143
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 125-270 125-250 125-158
R3 125-220 125-200 125-144
R2 125-170 125-170 125-139
R1 125-150 125-150 125-135 125-160
PP 125-120 125-120 125-120 125-125
S1 125-100 125-100 125-125 125-110
S2 125-070 125-070 125-121
S3 125-020 125-050 125-116
S4 124-290 125-000 125-102
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
5 125-220 124-060 1-160 1.2% 0-286 0.7% 81% False False 7,113
10 126-070 124-060 2-010 1.6% 0-210 0.5% 60% False False 7,803
20 126-150 124-060 2-090 1.8% 0-174 0.4% 53% False False 4,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-032
2.618 125-271
1.618 125-221
1.000 125-190
0.618 125-171
HIGH 125-140
0.618 125-121
0.500 125-115
0.382 125-109
LOW 125-090
0.618 125-059
1.000 125-040
1.618 125-009
2.618 124-279
4.250 124-198
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 125-125 125-080
PP 125-120 125-030
S1 125-115 124-300

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

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