ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 125-190 124-210 -0-300 -0.7% 125-180
High 125-190 124-270 -0-240 -0.6% 125-310
Low 124-190 124-200 0-010 0.0% 125-090
Close 124-230 124-250 0-020 0.1% 125-290
Range 1-000 0-070 -0-250 -78.1% 0-220
ATR 0-187 0-178 -0-008 -4.5% 0-000
Volume 8,449 18,123 9,674 114.5% 27,001
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 125-130 125-100 124-288
R3 125-060 125-030 124-269
R2 124-310 124-310 124-263
R1 124-280 124-280 124-256 124-295
PP 124-240 124-240 124-240 124-248
S1 124-210 124-210 124-244 124-225
S2 124-170 124-170 124-237
S3 124-100 124-140 124-231
S4 124-030 124-070 124-212
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
5 126-020 124-190 1-150 1.2% 0-134 0.3% 13% False False 9,080
10 126-020 124-060 1-280 1.5% 0-181 0.5% 32% False False 8,113
20 126-140 124-060 2-080 1.8% 0-168 0.4% 26% False False 6,653
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-248
2.618 125-133
1.618 125-063
1.000 125-020
0.618 124-313
HIGH 124-270
0.618 124-243
0.500 124-235
0.382 124-227
LOW 124-200
0.618 124-157
1.000 124-130
1.618 124-087
2.618 124-017
4.250 123-222
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 124-245 125-105
PP 124-240 125-047
S1 124-235 124-308

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

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