ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 123-170 123-030 -0-140 -0.4% 123-220
High 123-190 123-050 -0-140 -0.4% 124-240
Low 123-005 122-085 -0-240 -0.6% 123-180
Close 123-030 122-130 -0-220 -0.6% 124-090
Range 0-185 0-285 0-100 54.1% 1-060
ATR 0-227 0-231 0-004 1.8% 0-000
Volume 1,031,353 1,372,113 340,760 33.0% 4,981,543
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-090 124-235 122-287
R3 124-125 123-270 122-208
R2 123-160 123-160 122-182
R1 122-305 122-305 122-156 122-250
PP 122-195 122-195 122-195 122-168
S1 122-020 122-020 122-104 121-285
S2 121-230 121-230 122-078
S3 120-265 121-055 122-052
S4 119-300 120-090 121-293
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-243 127-067 124-299
R3 126-183 126-007 124-194
R2 125-123 125-123 124-160
R1 124-267 124-267 124-125 125-035
PP 124-063 124-063 124-063 124-108
S1 123-207 123-207 124-055 123-295
S2 123-003 123-003 124-020
S3 121-263 122-147 123-306
S4 120-203 121-087 123-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-150 122-085 2-065 1.8% 0-235 0.6% 6% False True 1,309,103
10 124-240 122-085 2-155 2.0% 0-238 0.6% 6% False True 920,686
20 126-020 122-085 3-255 3.1% 0-216 0.6% 4% False True 469,649
40 126-150 122-085 4-065 3.4% 0-196 0.5% 3% False True 237,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-301
2.618 125-156
1.618 124-191
1.000 124-015
0.618 123-226
HIGH 123-050
0.618 122-261
0.500 122-228
0.382 122-194
LOW 122-085
0.618 121-229
1.000 121-120
1.618 120-264
2.618 119-299
4.250 118-154
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 122-228 123-025
PP 122-195 122-273
S1 122-162 122-202

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

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