ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	126-110	126-050	-0-060	-0.1%	125-020
High	126-110	126-070	-0-040	-0.1%	126-150
Low	126-000	125-120	-0-200	-0.5%	125-020
Close	126-030	125-170	-0-180	-0.4%	126-090
Range	0-110	0-270	0-160	145.5%	1-130
ATR	0-170	0-177	0-007	4.2%	0-000
Volume	1,783	6,864	5,081	285.0%	3,781

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-077	127-233	125-318
R3	127-127	126-283	125-244
R2	126-177	126-177	125-220
R1	126-013	126-013	125-195	125-280
PP	125-227	125-227	125-227	125-200
S1	125-063	125-063	125-145	125-010
S2	124-277	124-277	125-120
S3	124-007	124-113	125-096
S4	123-057	123-163	125-022

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	126-140	125-120	1-020	0.8%	0-146	0.4%	15%	False	True	2,241
10	126-150	125-000	1-150	1.2%	0-156	0.4%	36%	False	False	2,018
20	126-150	123-230	2-240	2.2%	0-120	0.3%	66%	False	False	1,142

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	0-014
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	129-258
2.618	128-137
1.618	127-187
1.000	127-020
0.618	126-237
HIGH	126-070
0.618	125-287
0.500	125-255
0.382	125-223
LOW	125-120
0.618	124-273
1.000	124-170
1.618	124-003
2.618	123-053
4.250	121-252

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	125-255	125-290
PP	125-227	125-250
S1	125-198	125-210

Download as Excel Spreadsheet

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

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