ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 124-110 123-300 -0-130 -0.3% 125-290
High 124-130 123-300 -0-150 -0.4% 126-020
Low 123-180 123-110 -0-070 -0.2% 123-180
Close 123-280 123-140 -0-140 -0.4% 123-280
Range 0-270 0-190 -0-080 -29.6% 2-160
ATR 0-196 0-195 0-000 -0.2% 0-000
Volume 27,804 24,758 -3,046 -11.0% 77,517
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 125-113 124-317 123-244
R3 124-243 124-127 123-192
R2 124-053 124-053 123-175
R1 123-257 123-257 123-157 123-220
PP 123-183 123-183 123-183 123-165
S1 123-067 123-067 123-123 123-030
S2 122-313 122-313 123-105
S3 122-123 122-197 123-088
S4 121-253 122-007 123-036
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 132-000 130-140 125-080
R3 129-160 127-300 124-180
R2 127-000 127-000 124-107
R1 125-140 125-140 124-033 124-310
PP 124-160 124-160 124-160 124-085
S1 122-300 122-300 123-207 122-150
S2 122-000 122-000 123-133
S3 119-160 120-140 123-060
S4 117-000 117-300 122-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-190 123-110 2-080 1.8% 0-236 0.6% 4% False True 19,157
10 126-020 123-110 2-230 2.2% 0-164 0.4% 3% False True 12,313
20 126-110 123-110 3-000 2.4% 0-190 0.5% 3% False True 9,986
40 126-150 123-110 3-040 2.5% 0-151 0.4% 3% False True 5,348
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 125-157
1.618 124-287
1.000 124-170
0.618 124-097
HIGH 123-300
0.618 123-227
0.500 123-205
0.382 123-183
LOW 123-110
0.618 122-313
1.000 122-240
1.618 122-123
2.618 121-253
4.250 120-262
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 123-205 124-030
PP 123-183 123-280
S1 123-162 123-210

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

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