ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 23-Jul-2013

Day Change Summary
	Previous	Current
	22-Jul-2013	23-Jul-2013	Change	Change %	Previous Week
Open	126-140	126-110	-0-030	-0.1%	125-020
High	126-140	126-110	-0-030	-0.1%	126-150
Low	126-090	126-000	-0-090	-0.2%	125-020
Close	126-090	126-030	-0-060	-0.1%	126-090
Range	0-050	0-110	0-060	120.0%	1-130
ATR	0-175	0-170	-0-005	-2.6%	0-000
Volume	566	1,783	1,217	215.0%	3,781

Daily Pivots for day following 23-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-057	126-313	126-090
R3	126-267	126-203	126-060
R2	126-157	126-157	126-050
R1	126-093	126-093	126-040	126-070
PP	126-047	126-047	126-047	126-035
S1	125-303	125-303	126-020	125-280
S2	125-257	125-257	126-010
S3	125-147	125-193	126-000
S4	125-037	125-083	125-290

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	125-220	0-250	0.6%	0-142	0.4%	52%	False	False	1,085
10	126-150	124-120	2-030	1.7%	0-137	0.3%	82%	False	False	1,494
20	126-150	123-230	2-240	2.2%	0-118	0.3%	86%	False	False	799

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-258
2.618	127-078
1.618	126-288
1.000	126-220
0.618	126-178
HIGH	126-110
0.618	126-068
0.500	126-055
0.382	126-042
LOW	126-000
0.618	125-252
1.000	125-210
1.618	125-142
2.618	125-032
4.250	124-172

Fisher Pivots for day following 23-Jul-2013
Pivot	1 day	3 day
R1	126-055	126-055
PP	126-047	126-047
S1	126-038	126-038

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