ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 125-110 125-150 0-040 0.1% 125-250
High 125-140 125-270 0-130 0.3% 125-270
Low 125-090 125-140 0-050 0.1% 124-060
Close 125-130 125-230 0-100 0.2% 125-210
Range 0-050 0-130 0-080 160.0% 1-210
ATR 0-197 0-193 -0-004 -2.1% 0-000
Volume 3,218 5,299 2,081 64.7% 40,143
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-283 126-227 125-302
R3 126-153 126-097 125-266
R2 126-023 126-023 125-254
R1 125-287 125-287 125-242 125-315
PP 125-213 125-213 125-213 125-228
S1 125-157 125-157 125-218 125-185
S2 125-083 125-083 125-206
S3 124-273 125-027 125-194
S4 124-143 124-217 125-158
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% 0-228 0.6% 92% True False 7,146
10 125-290 124-060 1-230 1.4% 0-196 0.5% 89% False False 7,646
20 126-150 124-060 2-090 1.8% 0-176 0.4% 67% False False 4,832
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 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-182
2.618 126-290
1.618 126-160
1.000 126-080
0.618 126-030
HIGH 125-270
0.618 125-220
0.500 125-205
0.382 125-190
LOW 125-140
0.618 125-060
1.000 125-010
1.618 124-250
2.618 124-120
4.250 123-228
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 125-222 125-213
PP 125-213 125-197
S1 125-205 125-180

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

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