ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	125-150	125-250	0-100	0.2%	125-250
High	125-270	125-310	0-040	0.1%	125-270
Low	125-140	125-220	0-080	0.2%	124-060
Close	125-230	125-290	0-060	0.1%	125-210
Range	0-130	0-090	-0-040	-30.8%	1-210
ATR	0-193	0-185	-0-007	-3.8%	0-000
Volume	5,299	5,538	239	4.5%	40,143

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-223	126-187	126-020
R3	126-133	126-097	125-315
R2	126-043	126-043	125-306
R1	126-007	126-007	125-298	126-025
PP	125-273	125-273	125-273	125-282
S1	125-237	125-237	125-282	125-255
S2	125-183	125-183	125-274
S3	125-093	125-147	125-265
S4	125-003	125-057	125-240

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	125-310	124-060	1-250	1.4%	0-172	0.4%	96%	True	False	5,856
10	125-310	124-060	1-250	1.4%	0-192	0.5%	96%	True	False	6,580
20	126-150	124-060	2-090	1.8%	0-173	0.4%	75%	False	False	4,864

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-052
2.618	126-226
1.618	126-136
1.000	126-080
0.618	126-046
HIGH	125-310
0.618	125-276
0.500	125-265
0.382	125-254
LOW	125-220
0.618	125-164
1.000	125-130
1.618	125-074
2.618	124-304
4.250	124-158

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	125-282	125-260
PP	125-273	125-230
S1	125-265	125-200

Download as Excel Spreadsheet

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

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