ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	125-110	125-150	0-040	0.1%	125-250
High	125-140	125-270	0-130	0.3%	125-270
Low	125-090	125-140	0-050	0.1%	124-060
Close	125-130	125-230	0-100	0.2%	125-210
Range	0-050	0-130	0-080	160.0%	1-210
ATR	0-197	0-193	-0-004	-2.1%	0-000
Volume	3,218	5,299	2,081	64.7%	40,143

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-283	126-227	125-302
R3	126-153	126-097	125-266
R2	126-023	126-023	125-254
R1	125-287	125-287	125-242	125-315
PP	125-213	125-213	125-213	125-228
S1	125-157	125-157	125-218	125-185
S2	125-083	125-083	125-206
S3	124-273	125-027	125-194
S4	124-143	124-217	125-158

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	125-270	124-060	1-210	1.3%	0-228	0.6%	92%	True	False	7,146
10	125-290	124-060	1-230	1.4%	0-196	0.5%	89%	False	False	7,646
20	126-150	124-060	2-090	1.8%	0-176	0.4%	67%	False	False	4,832

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	0-029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-182
2.618	126-290
1.618	126-160
1.000	126-080
0.618	126-030
HIGH	125-270
0.618	125-220
0.500	125-205
0.382	125-190
LOW	125-140
0.618	125-060
1.000	125-010
1.618	124-250
2.618	124-120
4.250	123-228

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	125-222	125-213
PP	125-213	125-197
S1	125-205	125-180

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols