ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	125-180	125-110	-0-070	-0.2%	125-250
High	125-200	125-140	-0-060	-0.1%	125-270
Low	125-090	125-090	0-000	0.0%	124-060
Close	125-130	125-130	0-000	0.0%	125-210
Range	0-110	0-050	-0-060	-54.5%	1-210
ATR	0-208	0-197	-0-011	-5.4%	0-000
Volume	6,141	3,218	-2,923	-47.6%	40,143

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-270	125-250	125-158
R3	125-220	125-200	125-144
R2	125-170	125-170	125-139
R1	125-150	125-150	125-135	125-160
PP	125-120	125-120	125-120	125-125
S1	125-100	125-100	125-125	125-110
S2	125-070	125-070	125-121
S3	125-020	125-050	125-116
S4	124-290	125-000	125-102

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-063	129-187	126-182
R3	128-173	127-297	126-036
R2	126-283	126-283	125-307
R1	126-087	126-087	125-259	125-240
PP	125-073	125-073	125-073	124-310
S1	124-197	124-197	125-161	124-030
S2	123-183	123-183	125-113
S3	121-293	122-307	125-064
S4	120-083	121-097	124-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-220	124-060	1-160	1.2%	0-286	0.7%	81%	False	False	7,113
10	126-070	124-060	2-010	1.6%	0-210	0.5%	60%	False	False	7,803
20	126-150	124-060	2-090	1.8%	0-174	0.4%	53%	False	False	4,648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	126-032
2.618	125-271
1.618	125-221
1.000	125-190
0.618	125-171
HIGH	125-140
0.618	125-121
0.500	125-115
0.382	125-109
LOW	125-090
0.618	125-059
1.000	125-040
1.618	125-009
2.618	124-279
4.250	124-198

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	125-125	125-080
PP	125-120	125-030
S1	125-115	124-300

Download as Excel Spreadsheet

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

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