ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	125-130	125-210	0-080	0.2%	126-140
High	125-210	125-290	0-080	0.2%	126-140
Low	125-080	125-210	0-130	0.3%	125-080
Close	125-120	125-250	0-130	0.3%	125-250
Range	0-130	0-080	-0-050	-38.5%	1-060
ATR	0-174	0-174	0-000	-0.2%	0-000
Volume	16,200	5,465	-10,735	-66.3%	30,878

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-170	126-130	125-294
R3	126-090	126-050	125-272
R2	126-010	126-010	125-265
R1	125-290	125-290	125-257	125-310
PP	125-250	125-250	125-250	125-260
S1	125-210	125-210	125-243	125-230
S2	125-170	125-170	125-235
S3	125-090	125-130	125-228
S4	125-010	125-050	125-206

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-123	128-247	126-139
R3	128-063	127-187	126-034
R2	127-003	127-003	126-000
R1	126-127	126-127	125-285	126-035
PP	125-263	125-263	125-263	125-218
S1	125-067	125-067	125-215	124-295
S2	124-203	124-203	125-180
S3	123-143	124-007	125-146
S4	122-083	122-267	125-041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-140	125-080	1-060	0.9%	0-128	0.3%	45%	False	False	6,175
10	126-150	125-020	1-130	1.1%	0-143	0.4%	51%	False	False	3,465
20	126-150	123-230	2-240	2.2%	0-122	0.3%	75%	False	False	2,224

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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-310
2.618	126-179
1.618	126-099
1.000	126-050
0.618	126-019
HIGH	125-290
0.618	125-259
0.500	125-250
0.382	125-241
LOW	125-210
0.618	125-161
1.000	125-130
1.618	125-081
2.618	125-001
4.250	124-190

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	125-250	125-245
PP	125-250	125-240
S1	125-250	125-235

Download as Excel Spreadsheet

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

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