ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	125-000	125-240	0-240	0.6%	124-060
High	125-150	125-270	0-120	0.3%	125-270
Low	125-000	125-080	0-080	0.2%	124-060
Close	125-150	125-080	-0-070	-0.2%	125-080
Range	0-150	0-190	0-040	26.7%	1-210
ATR	0-197	0-196	0-000	-0.2%	0-000
Volume	4,889	2,300	-2,589	-53.0%	9,793

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-073	126-267	125-184
R3	126-203	126-077	125-132
R2	126-013	126-013	125-115
R1	125-207	125-207	125-097	125-175
PP	125-143	125-143	125-143	125-128
S1	125-017	125-017	125-063	124-305
S2	124-273	124-273	125-045
S3	124-083	124-147	125-028
S4	123-213	123-277	124-296

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-020	129-100	126-052
R3	128-130	127-210	125-226
R2	126-240	126-240	125-177
R1	126-000	126-000	125-129	126-120
PP	125-030	125-030	125-030	125-090
S1	124-110	124-110	125-031	124-230
S2	123-140	123-140	124-303
S3	121-250	122-220	124-254
S4	120-040	121-010	124-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-270	124-060	1-210	1.3%	0-118	0.3%	64%	True	False	1,958
10	125-270	123-230	2-040	1.7%	0-100	0.2%	72%	True	False	983

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	0-004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-118
2.618	127-127
1.618	126-257
1.000	126-140
0.618	126-067
HIGH	125-270
0.618	125-197
0.500	125-175
0.382	125-153
LOW	125-080
0.618	124-283
1.000	124-210
1.618	124-093
2.618	123-223
4.250	122-232

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	125-175	125-065
PP	125-143	125-050
S1	125-112	125-035

Download as Excel Spreadsheet

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

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