ECBOT 10 Year T-Note Future December 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 125-240 125-020 -0-220 -0.5% 124-060
High 125-270 125-220 -0-050 -0.1% 125-270
Low 125-080 125-020 -0-060 -0.1% 124-060
Close 125-080 125-210 0-130 0.3% 125-080
Range 0-190 0-200 0-010 5.3% 1-210
ATR 0-196 0-196 0-000 0.1% 0-000
Volume 2,300 634 -1,666 -72.4% 9,793
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-110 127-040 126-000
R3 126-230 126-160 125-265
R2 126-030 126-030 125-247
R1 125-280 125-280 125-228 125-315
PP 125-150 125-150 125-150 125-168
S1 125-080 125-080 125-192 125-115
S2 124-270 124-270 125-173
S3 124-070 124-200 125-155
S4 123-190 124-000 125-100
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
5 125-270 124-090 1-180 1.2% 0-146 0.4% 88% False False 2,084
10 125-270 123-230 2-040 1.7% 0-120 0.3% 91% False False 1,045
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 6 trading days
Fibonacci Retracements and Extensions
4.250 128-110
2.618 127-104
1.618 126-224
1.000 126-100
0.618 126-024
HIGH 125-220
0.618 125-144
0.500 125-120
0.382 125-096
LOW 125-020
0.618 124-216
1.000 124-140
1.618 124-016
2.618 123-136
4.250 122-130
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 125-180 125-185
PP 125-150 125-160
S1 125-120 125-135

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

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