ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 123-040 123-220 0-180 0.5% 123-300
High 123-260 124-020 0-080 0.2% 124-040
Low 122-240 123-180 0-260 0.7% 122-240
Close 123-200 123-270 0-070 0.2% 123-200
Range 1-020 0-160 -0-180 -52.9% 1-120
ATR 0-214 0-210 -0-004 -1.8% 0-000
Volume 87,904 125,184 37,280 42.4% 276,234
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 125-103 125-027 124-038
R3 124-263 124-187 123-314
R2 124-103 124-103 123-299
R1 124-027 124-027 123-285 124-065
PP 123-263 123-263 123-263 123-282
S1 123-187 123-187 123-255 123-225
S2 123-103 123-103 123-241
S3 122-263 123-027 123-226
S4 122-103 122-187 123-182
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% 0-228 0.6% 80% False False 75,332
10 125-190 122-240 2-270 2.3% 0-232 0.6% 38% False False 47,244
20 126-020 122-240 3-100 2.7% 0-212 0.5% 33% False False 27,077
40 126-150 122-240 3-230 3.0% 0-170 0.4% 29% False False 14,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-060
2.618 125-119
1.618 124-279
1.000 124-180
0.618 124-119
HIGH 124-020
0.618 123-279
0.500 123-260
0.382 123-241
LOW 123-180
0.618 123-081
1.000 123-020
1.618 122-241
2.618 122-081
4.250 121-140
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 123-267 123-223
PP 123-263 123-177
S1 123-260 123-130

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

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