ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	125-250	125-200	-0-050	-0.1%	126-140
High	125-270	125-240	-0-030	-0.1%	126-140
Low	125-170	125-150	-0-020	0.0%	125-080
Close	125-200	125-170	-0-030	-0.1%	125-250
Range	0-100	0-090	-0-010	-10.0%	1-060
ATR	0-168	0-163	-0-006	-3.3%	0-000
Volume	4,525	9,410	4,885	108.0%	30,878

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-137	126-083	125-220
R3	126-047	125-313	125-195
R2	125-277	125-277	125-186
R1	125-223	125-223	125-178	125-205
PP	125-187	125-187	125-187	125-178
S1	125-133	125-133	125-162	125-115
S2	125-097	125-097	125-154
S3	125-007	125-043	125-145
S4	124-237	124-273	125-120

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	126-070	125-080	0-310	0.8%	0-134	0.3%	29%	False	False	8,492
10	126-150	125-080	1-070	1.0%	0-138	0.3%	23%	False	False	4,789
20	126-150	123-230	2-240	2.2%	0-131	0.3%	66%	False	False	2,920

Crabel Price Patterns
NR	True
NR4	False
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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-302
2.618	126-156
1.618	126-066
1.000	126-010
0.618	125-296
HIGH	125-240
0.618	125-206
0.500	125-195
0.382	125-184
LOW	125-150
0.618	125-094
1.000	125-060
1.618	125-004
2.618	124-234
4.250	124-088

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	125-195	125-220
PP	125-187	125-203
S1	125-178	125-187

Download as Excel Spreadsheet

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

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