ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 125-240 125-220 -0-020 0.0% 124-060
High 125-250 126-150 0-220 0.5% 125-270
Low 125-210 125-220 0-010 0.0% 124-060
Close 125-240 126-060 0-140 0.3% 125-080
Range 0-040 0-250 0-210 525.0% 1-210
ATR 0-185 0-190 0-005 2.5% 0-000
Volume 70 1,083 1,013 1,447.1% 9,793
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-147 128-033 126-198
R3 127-217 127-103 126-129
R2 126-287 126-287 126-106
R1 126-173 126-173 126-083 126-230
PP 126-037 126-037 126-037 126-065
S1 125-243 125-243 126-037 125-300
S2 125-107 125-107 126-014
S3 124-177 124-313 125-311
S4 123-247 124-063 125-242
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
5 126-150 125-000 1-150 1.2% 0-166 0.4% 81% True False 1,795
10 126-150 123-230 2-240 2.2% 0-149 0.4% 90% True False 1,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-252
2.618 128-164
1.618 127-234
1.000 127-080
0.618 126-304
HIGH 126-150
0.618 126-054
0.500 126-025
0.382 125-316
LOW 125-220
0.618 125-066
1.000 124-290
1.618 124-136
2.618 123-206
4.250 122-118
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 126-048 126-015
PP 126-037 125-290
S1 126-025 125-245

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

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