ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 124-190 125-000 0-130 0.3% 125-190
High 124-200 125-150 0-270 0.7% 125-230
Low 124-120 125-000 0-200 0.5% 123-230
Close 124-120 125-150 1-030 0.9% 123-240
Range 0-080 0-150 0-070 87.5% 2-000
ATR 0-185 0-197 0-012 6.4% 0-000
Volume 1,621 4,889 3,268 201.6% 32
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 126-230 126-180 125-232
R3 126-080 126-030 125-191
R2 125-250 125-250 125-178
R1 125-200 125-200 125-164 125-225
PP 125-100 125-100 125-100 125-112
S1 125-050 125-050 125-136 125-075
S2 124-270 124-270 125-122
S3 124-120 124-220 125-109
S4 123-290 124-070 125-068
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
5 125-150 123-230 1-240 1.4% 0-162 0.4% 100% True False 1,500
10 126-010 123-230 2-100 1.8% 0-095 0.2% 76% False False 753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-148
2.618 126-223
1.618 126-073
1.000 125-300
0.618 125-243
HIGH 125-150
0.618 125-093
0.500 125-075
0.382 125-057
LOW 125-000
0.618 124-227
1.000 124-170
1.618 124-077
2.618 123-247
4.250 123-002
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 125-125 125-087
PP 125-100 125-023
S1 125-075 124-280

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

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