ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 123-070 123-040 -0-030 -0.1% 123-300
High 123-120 123-260 0-140 0.4% 124-040
Low 122-270 122-240 -0-030 -0.1% 122-240
Close 123-000 123-200 0-200 0.5% 123-200
Range 0-170 1-020 0-170 100.0% 1-120
ATR 0-204 0-214 0-010 4.8% 0-000
Volume 92,068 87,904 -4,164 -4.5% 276,234
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-187 126-053 124-067
R3 125-167 125-033 123-294
R2 124-147 124-147 123-262
R1 124-013 124-013 123-231 124-080
PP 123-127 123-127 123-127 123-160
S1 122-313 122-313 123-169 123-060
S2 122-107 122-107 123-138
S3 121-087 121-293 123-106
S4 120-067 120-273 123-013
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-200 127-000 124-122
R3 126-080 125-200 124-001
R2 124-280 124-280 123-281
R1 124-080 124-080 123-240 123-280
PP 123-160 123-160 123-160 123-100
S1 122-280 122-280 123-160 122-160
S2 122-040 122-040 123-119
S3 120-240 121-160 123-079
S4 119-120 120-040 122-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 122-240 1-120 1.1% 0-234 0.6% 64% False True 55,246
10 126-020 122-240 3-100 2.7% 0-230 0.6% 26% False True 35,375
20 126-020 122-240 3-100 2.7% 0-210 0.5% 26% False True 21,044
40 126-150 122-240 3-230 3.0% 0-166 0.4% 24% False True 11,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 128-105
2.618 126-190
1.618 125-170
1.000 124-280
0.618 124-150
HIGH 123-260
0.618 123-130
0.500 123-090
0.382 123-050
LOW 122-240
0.618 122-030
1.000 121-220
1.618 121-010
2.618 119-310
4.250 118-075
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 123-163 123-177
PP 123-127 123-153
S1 123-090 123-130

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

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