ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	125-250	125-290	0-040	0.1%	125-180
High	125-300	126-020	0-040	0.1%	125-310
Low	125-250	125-200	-0-050	-0.1%	125-090
Close	125-290	125-230	-0-060	-0.1%	125-290
Range	0-050	0-140	0-090	180.0%	0-220
ATR	0-176	0-173	-0-003	-1.5%	0-000
Volume	6,805	6,487	-318	-4.7%	27,001

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-037	126-273	125-307
R3	126-217	126-133	125-268
R2	126-077	126-077	125-256
R1	125-313	125-313	125-243	125-285
PP	125-257	125-257	125-257	125-242
S1	125-173	125-173	125-217	125-145
S2	125-117	125-117	125-204
S3	124-297	125-033	125-192
S4	124-157	124-213	125-153

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-250	127-170	126-091
R3	127-030	126-270	126-030
R2	126-130	126-130	126-010
R1	126-050	126-050	125-310	126-090
PP	125-230	125-230	125-230	125-250
S1	125-150	125-150	125-270	125-190
S2	125-010	125-010	125-250
S3	124-110	124-250	125-230
S4	123-210	124-030	125-169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-020	125-090	0-250	0.6%	0-092	0.2%	56%	True	False	5,469
10	126-020	124-060	1-280	1.5%	0-193	0.5%	82%	True	False	6,910
20	126-150	124-060	2-090	1.8%	0-163	0.4%	67%	False	False	5,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-295
2.618	127-067
1.618	126-247
1.000	126-160
0.618	126-107
HIGH	126-020
0.618	125-287
0.500	125-270
0.382	125-253
LOW	125-200
0.618	125-113
1.000	125-060
1.618	124-293
2.618	124-153
4.250	123-245

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	125-270	125-270
PP	125-257	125-257
S1	125-243	125-243

Download as Excel Spreadsheet

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

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