ECBOT 10 Year T-Note Future September 2013

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

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	126-080	126-050	-0-030	-0.1%	124-200
High	126-255	126-195	-0-060	-0.1%	126-255
Low	126-020	125-260	-0-080	-0.2%	124-115
Close	126-030	126-160	0-130	0.3%	126-030
Range	0-235	0-255	0-020	8.5%	2-140
ATR	0-289	0-286	-0-002	-0.8%	0-000
Volume	972,626	762,137	-210,489	-21.6%	5,273,658

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-223	128-127	126-300
R3	127-288	127-192	126-230
R2	127-033	127-033	126-207
R1	126-257	126-257	126-183	126-305
PP	126-098	126-098	126-098	126-122
S1	126-002	126-002	126-137	126-050
S2	125-163	125-163	126-113
S3	124-228	125-067	126-090
S4	123-293	124-132	126-020

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-020	132-005	127-139
R3	130-200	129-185	126-244
R2	128-060	128-060	126-173
R1	127-045	127-045	126-102	127-212
PP	125-240	125-240	125-240	126-004
S1	124-225	124-225	125-278	125-072
S2	123-100	123-100	125-207
S3	120-280	122-085	125-136
S4	118-140	119-265	124-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-255	125-040	1-215	1.3%	0-207	0.5%	82%	False	False	997,029
10	127-025	124-115	2-230	2.1%	0-267	0.7%	79%	False	False	1,030,480
20	129-245	124-115	5-130	4.3%	0-298	0.7%	40%	False	False	1,301,296
40	131-200	124-115	7-085	5.7%	0-280	0.7%	29%	False	False	1,241,631
60	133-000	124-115	8-205	6.8%	0-227	0.6%	25%	False	False	831,567
80	133-000	124-115	8-205	6.8%	0-186	0.5%	25%	False	False	623,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-076
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-319
2.618	128-223
1.618	127-288
1.000	127-130
0.618	127-033
HIGH	126-195
0.618	126-098
0.500	126-068
0.382	126-037
LOW	125-260
0.618	125-102
1.000	125-005
1.618	124-167
2.618	123-232
4.250	122-136

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	126-129	126-139
PP	126-098	126-118
S1	126-068	126-098

Download as Excel Spreadsheet

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

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