ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 29-Jul-2013

Day Change Summary
	Previous	Current
	26-Jul-2013	29-Jul-2013	Change	Change %	Previous Week
Open	125-210	125-250	0-040	0.1%	126-140
High	125-290	125-270	-0-020	0.0%	126-140
Low	125-210	125-170	-0-040	-0.1%	125-080
Close	125-250	125-200	-0-050	-0.1%	125-250
Range	0-080	0-100	0-020	25.0%	1-060
ATR	0-174	0-168	-0-005	-3.0%	0-000
Volume	5,465	4,525	-940	-17.2%	30,878

Daily Pivots for day following 29-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-193	126-137	125-255
R3	126-093	126-037	125-228
R2	125-313	125-313	125-218
R1	125-257	125-257	125-209	125-235
PP	125-213	125-213	125-213	125-202
S1	125-157	125-157	125-191	125-135
S2	125-113	125-113	125-182
S3	125-013	125-057	125-172
S4	124-233	124-277	125-145

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	126-110	125-080	1-030	0.9%	0-138	0.3%	34%	False	False	6,967
10	126-150	125-080	1-070	1.0%	0-133	0.3%	31%	False	False	3,855
20	126-150	123-230	2-240	2.2%	0-126	0.3%	69%	False	False	2,450

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-055
2.618	126-212
1.618	126-112
1.000	126-050
0.618	126-012
HIGH	125-270
0.618	125-232
0.500	125-220
0.382	125-208
LOW	125-170
0.618	125-108
1.000	125-070
1.618	125-008
2.618	124-228
4.250	124-065

Fisher Pivots for day following 29-Jul-2013
Pivot	1 day	3 day
R1	125-220	125-195
PP	125-213	125-190
S1	125-207	125-185

Download as Excel Spreadsheet

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

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