ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 125-250 125-290 0-040 0.1% 125-180
High 125-300 126-020 0-040 0.1% 125-310
Low 125-250 125-200 -0-050 -0.1% 125-090
Close 125-290 125-230 -0-060 -0.1% 125-290
Range 0-050 0-140 0-090 180.0% 0-220
ATR 0-176 0-173 -0-003 -1.5% 0-000
Volume 6,805 6,487 -318 -4.7% 27,001
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-037 126-273 125-307
R3 126-217 126-133 125-268
R2 126-077 126-077 125-256
R1 125-313 125-313 125-243 125-285
PP 125-257 125-257 125-257 125-242
S1 125-173 125-173 125-217 125-145
S2 125-117 125-117 125-204
S3 124-297 125-033 125-192
S4 124-157 124-213 125-153
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-250 127-170 126-091
R3 127-030 126-270 126-030
R2 126-130 126-130 126-010
R1 126-050 126-050 125-310 126-090
PP 125-230 125-230 125-230 125-250
S1 125-150 125-150 125-270 125-190
S2 125-010 125-010 125-250
S3 124-110 124-250 125-230
S4 123-210 124-030 125-169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-020 125-090 0-250 0.6% 0-092 0.2% 56% True False 5,469
10 126-020 124-060 1-280 1.5% 0-193 0.5% 82% True False 6,910
20 126-150 124-060 2-090 1.8% 0-163 0.4% 67% False False 5,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-295
2.618 127-067
1.618 126-247
1.000 126-160
0.618 126-107
HIGH 126-020
0.618 125-287
0.500 125-270
0.382 125-253
LOW 125-200
0.618 125-113
1.000 125-060
1.618 124-293
2.618 124-153
4.250 123-245
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 125-270 125-270
PP 125-257 125-257
S1 125-243 125-243

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

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