ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	125-160	124-150	-1-010	-0.8%	125-250
High	125-170	125-220	0-050	0.1%	125-270
Low	124-120	124-060	-0-060	-0.2%	124-060
Close	124-120	125-210	1-090	1.0%	125-210
Range	1-050	1-160	0-110	29.7%	1-210
ATR	0-195	0-215	0-020	10.5%	0-000
Volume	11,987	9,087	-2,900	-24.2%	40,143

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-217	129-053	126-154
R3	128-057	127-213	126-022
R2	126-217	126-217	125-298
R1	126-053	126-053	125-254	126-135
PP	125-057	125-057	125-057	125-098
S1	124-213	124-213	125-166	124-295
S2	123-217	123-217	125-122
S3	122-057	123-053	125-078
S4	120-217	121-213	124-266

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-063	129-187	126-182
R3	128-173	127-297	126-036
R2	126-283	126-283	125-307
R1	126-087	126-087	125-259	125-240
PP	125-073	125-073	125-073	124-310
S1	124-197	124-197	125-161	124-030
S2	123-183	123-183	125-113
S3	121-293	122-307	125-064
S4	120-083	121-097	124-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-270	124-060	1-210	1.3%	0-292	0.7%	89%	False	True	8,028
10	126-140	124-060	2-080	1.8%	0-210	0.5%	65%	False	True	7,102
20	126-150	124-060	2-090	1.8%	0-174	0.4%	64%	False	True	4,229

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	0-026
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	132-020
2.618	129-197
1.618	128-037
1.000	127-060
0.618	126-197
HIGH	125-220
0.618	125-037
0.500	124-300
0.382	124-243
LOW	124-060
0.618	123-083
1.000	122-220
1.618	121-243
2.618	120-083
4.250	117-260

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	125-133	125-133
PP	125-057	125-057
S1	124-300	124-300

Download as Excel Spreadsheet

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

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