ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 18-Jul-2013

Day Change Summary
	Previous	Current
	17-Jul-2013	18-Jul-2013	Change	Change %	Previous Week
Open	125-220	126-100	0-200	0.5%	124-060
High	126-150	126-120	-0-030	-0.1%	125-270
Low	125-220	125-270	0-050	0.1%	124-060
Close	126-060	125-290	-0-090	-0.2%	125-080
Range	0-250	0-170	-0-080	-32.0%	1-210
ATR	0-190	0-188	-0-001	-0.7%	0-000
Volume	1,083	924	-159	-14.7%	9,793

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-203	127-097	126-064
R3	127-033	126-247	126-017
R2	126-183	126-183	126-001
R1	126-077	126-077	125-306	126-045
PP	126-013	126-013	126-013	125-318
S1	125-227	125-227	125-274	125-195
S2	125-163	125-163	125-259
S3	124-313	125-057	125-243
S4	124-143	124-207	125-196

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	125-020	1-130	1.1%	0-170	0.4%	60%	False	False	1,002
10	126-150	123-230	2-240	2.2%	0-166	0.4%	80%	False	False	1,251
20	126-150	123-230	2-240	2.2%	0-103	0.3%	80%	False	False	629

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	0-007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-202
2.618	127-245
1.618	127-075
1.000	126-290
0.618	126-225
HIGH	126-120
0.618	126-055
0.500	126-035
0.382	126-015
LOW	125-270
0.618	125-165
1.000	125-100
1.618	124-315
2.618	124-145
4.250	123-188

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	126-035	126-020
PP	126-013	126-003
S1	125-312	125-307

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols