ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	125-000	124-060	-0-260	-0.7%	125-190
High	125-000	124-120	-0-200	-0.5%	125-230
Low	123-230	124-060	0-150	0.4%	123-230
Close	123-240	124-120	0-200	0.5%	123-240
Range	1-090	0-060	-1-030	-85.4%	2-000
ATR
Volume	8	4	-4	-50.0%	32

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-280	124-260	124-153
R3	124-220	124-200	124-136
R2	124-160	124-160	124-131
R1	124-140	124-140	124-126	124-150
PP	124-100	124-100	124-100	124-105
S1	124-080	124-080	124-114	124-090
S2	124-040	124-040	124-109
S3	123-300	124-020	124-104
S4	123-240	123-280	124-087

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-127	129-023	124-272
R3	128-127	127-023	124-096
R2	126-127	126-127	124-037
R1	125-023	125-023	123-299	124-235
PP	124-127	124-127	124-127	124-072
S1	123-023	123-023	123-181	122-235
S2	122-127	122-127	123-123
S3	120-127	121-023	123-064
S4	118-127	119-023	122-208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-230	123-230	2-000	1.6%	0-094	0.2%	33%	False	False	7
10	126-010	123-230	2-100	1.9%	0-087	0.2%	28%	False	False	7

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-055
2.618	124-277
1.618	124-217
1.000	124-180
0.618	124-157
HIGH	124-120
0.618	124-097
0.500	124-090
0.382	124-083
LOW	124-060
0.618	124-023
1.000	124-000
1.618	123-283
2.618	123-223
4.250	123-125

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	124-110	124-190
PP	124-100	124-167
S1	124-090	124-143

Download as Excel Spreadsheet

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

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