ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	124-210	124-270	0-060	0.2%	125-180
High	124-270	124-270	0-000	0.0%	125-310
Low	124-200	123-260	-0-260	-0.7%	125-090
Close	124-250	124-140	-0-110	-0.3%	125-290
Range	0-070	1-010	0-260	371.4%	0-220
ATR	0-178	0-189	0-011	6.1%	0-000
Volume	18,123	16,654	-1,469	-8.1%	27,001

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-147	126-313	125-002
R3	126-137	125-303	124-231
R2	125-127	125-127	124-200
R1	124-293	124-293	124-170	124-205
PP	124-117	124-117	124-117	124-072
S1	123-283	123-283	124-110	123-195
S2	123-107	123-107	124-080
S3	122-097	122-273	124-049
S4	121-087	121-263	123-278

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	123-260	2-080	1.8%	0-182	0.5%	28%	False	True	11,303
10	126-020	123-260	2-080	1.8%	0-177	0.4%	28%	False	True	8,580
20	126-140	123-260	2-200	2.1%	0-176	0.4%	24%	False	True	7,440
40	126-150	123-230	2-240	2.2%	0-140	0.4%	26%	False	False	4,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	129-072
2.618	127-174
1.618	126-164
1.000	125-280
0.618	125-154
HIGH	124-270
0.618	124-144
0.500	124-105
0.382	124-066
LOW	123-260
0.618	123-056
1.000	122-250
1.618	122-046
2.618	121-036
4.250	119-138

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	124-128	124-225
PP	124-117	124-197
S1	124-105	124-168

Download as Excel Spreadsheet

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

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