ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	126-030	126-140	0-110	0.3%	125-020
High	126-100	126-140	0-040	0.1%	126-150
Low	125-290	126-090	0-120	0.3%	125-020
Close	126-090	126-090	0-000	0.0%	126-090
Range	0-130	0-050	-0-080	-61.5%	1-130
ATR	0-184	0-175	-0-010	-5.2%	0-000
Volume	1,070	566	-504	-47.1%	3,781

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-257	126-223	126-118
R3	126-207	126-173	126-104
R2	126-157	126-157	126-099
R1	126-123	126-123	126-095	126-115
PP	126-107	126-107	126-107	126-102
S1	126-073	126-073	126-085	126-065
S2	126-057	126-057	126-081
S3	126-007	126-023	126-076
S4	125-277	125-293	126-062

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-050	129-200	127-018
R3	128-240	128-070	126-214
R2	127-110	127-110	126-172
R1	126-260	126-260	126-131	127-025
PP	125-300	125-300	125-300	126-022
S1	125-130	125-130	126-049	125-215
S2	124-170	124-170	126-008
S3	123-040	124-000	125-286
S4	121-230	122-190	125-162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-150	125-210	0-260	0.6%	0-128	0.3%	77%	False	False	742
10	126-150	124-090	2-060	1.7%	0-137	0.3%	91%	False	False	1,413
20	126-150	123-230	2-240	2.2%	0-112	0.3%	93%	False	False	710

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0-013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-032
2.618	126-271
1.618	126-221
1.000	126-190
0.618	126-171
HIGH	126-140
0.618	126-121
0.500	126-115
0.382	126-109
LOW	126-090
0.618	126-059
1.000	126-040
1.618	126-009
2.618	125-279
4.250	125-198

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	126-115	126-075
PP	126-107	126-060
S1	126-098	126-045

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