ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 125-150 125-250 0-100 0.2% 125-250
High 125-270 125-310 0-040 0.1% 125-270
Low 125-140 125-220 0-080 0.2% 124-060
Close 125-230 125-290 0-060 0.1% 125-210
Range 0-130 0-090 -0-040 -30.8% 1-210
ATR 0-193 0-185 -0-007 -3.8% 0-000
Volume 5,299 5,538 239 4.5% 40,143
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-223 126-187 126-020
R3 126-133 126-097 125-315
R2 126-043 126-043 125-306
R1 126-007 126-007 125-298 126-025
PP 125-273 125-273 125-273 125-282
S1 125-237 125-237 125-282 125-255
S2 125-183 125-183 125-274
S3 125-093 125-147 125-265
S4 125-003 125-057 125-240
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
5 125-310 124-060 1-250 1.4% 0-172 0.4% 96% True False 5,856
10 125-310 124-060 1-250 1.4% 0-192 0.5% 96% True False 6,580
20 126-150 124-060 2-090 1.8% 0-173 0.4% 75% False False 4,864
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-052
2.618 126-226
1.618 126-136
1.000 126-080
0.618 126-046
HIGH 125-310
0.618 125-276
0.500 125-265
0.382 125-254
LOW 125-220
0.618 125-164
1.000 125-130
1.618 125-074
2.618 124-304
4.250 124-158
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 125-282 125-260
PP 125-273 125-230
S1 125-265 125-200

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

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