ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	125-170	125-160	-0-010	0.0%	126-140
High	125-200	125-170	-0-030	-0.1%	126-140
Low	124-100	124-120	0-020	0.1%	125-080
Close	125-160	124-120	-1-040	-0.9%	125-250
Range	1-100	1-050	-0-050	-11.9%	1-060
ATR	0-181	0-195	0-013	7.5%	0-000
Volume	5,134	11,987	6,853	133.5%	30,878

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-073	127-147	125-004
R3	127-023	126-097	124-222
R2	125-293	125-293	124-188
R1	125-047	125-047	124-154	124-305
PP	124-243	124-243	124-243	124-212
S1	123-317	123-317	124-086	123-255
S2	123-193	123-193	124-052
S3	122-143	122-267	124-018
S4	121-093	121-217	123-236

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	125-290	124-100	1-190	1.3%	0-212	0.5%	4%	False	False	7,304
10	126-140	124-100	2-040	1.7%	0-175	0.4%	3%	False	False	6,300
20	126-150	123-230	2-240	2.2%	0-170	0.4%	24%	False	False	3,775

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-142
2.618	128-179
1.618	127-129
1.000	126-220
0.618	126-079
HIGH	125-170
0.618	125-029
0.500	124-305
0.382	124-261
LOW	124-120
0.618	123-211
1.000	123-070
1.618	122-161
2.618	121-111
4.250	119-148

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	124-305	125-010
PP	124-243	124-260
S1	124-182	124-190

Download as Excel Spreadsheet

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

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