ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	125-190	124-210	-0-300	-0.7%	125-180
High	125-190	124-270	-0-240	-0.6%	125-310
Low	124-190	124-200	0-010	0.0%	125-090
Close	124-230	124-250	0-020	0.1%	125-290
Range	1-000	0-070	-0-250	-78.1%	0-220
ATR	0-187	0-178	-0-008	-4.5%	0-000
Volume	8,449	18,123	9,674	114.5%	27,001

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-130	125-100	124-288
R3	125-060	125-030	124-269
R2	124-310	124-310	124-263
R1	124-280	124-280	124-256	124-295
PP	124-240	124-240	124-240	124-248
S1	124-210	124-210	124-244	124-225
S2	124-170	124-170	124-237
S3	124-100	124-140	124-231
S4	124-030	124-070	124-212

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-250	127-170	126-091
R3	127-030	126-270	126-030
R2	126-130	126-130	126-010
R1	126-050	126-050	125-310	126-090
PP	125-230	125-230	125-230	125-250
S1	125-150	125-150	125-270	125-190
S2	125-010	125-010	125-250
S3	124-110	124-250	125-230
S4	123-210	124-030	125-169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-020	124-190	1-150	1.2%	0-134	0.3%	13%	False	False	9,080
10	126-020	124-060	1-280	1.5%	0-181	0.5%	32%	False	False	8,113
20	126-140	124-060	2-080	1.8%	0-168	0.4%	26%	False	False	6,653

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-248
2.618	125-133
1.618	125-063
1.000	125-020
0.618	124-313
HIGH	124-270
0.618	124-243
0.500	124-235
0.382	124-227
LOW	124-200
0.618	124-157
1.000	124-130
1.618	124-087
2.618	124-017
4.250	123-222

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	124-245	125-105
PP	124-240	125-047
S1	124-235	124-308

Download as Excel Spreadsheet

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

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