ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	123-300	123-160	-0-140	-0.4%	125-290
High	123-300	124-040	0-060	0.2%	126-020
Low	123-110	123-160	0-050	0.1%	123-180
Close	123-140	124-010	0-190	0.5%	123-280
Range	0-190	0-200	0-010	5.3%	2-160
ATR	0-195	0-197	0-002	0.9%	0-000
Volume	24,758	28,665	3,907	15.8%	77,517

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-243	125-167	124-120
R3	125-043	124-287	124-065
R2	124-163	124-163	124-047
R1	124-087	124-087	124-028	124-125
PP	123-283	123-283	123-283	123-302
S1	123-207	123-207	123-312	123-245
S2	123-083	123-083	123-293
S3	122-203	123-007	123-275
S4	122-003	122-127	123-220

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-000	130-140	125-080
R3	129-160	127-300	124-180
R2	127-000	127-000	124-107
R1	125-140	125-140	124-033	124-310
PP	124-160	124-160	124-160	124-085
S1	122-300	122-300	123-207	122-150
S2	122-000	122-000	123-133
S3	119-160	120-140	123-060
S4	117-000	117-300	122-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	123-110	1-160	1.2%	0-212	0.5%	46%	False	False	23,200
10	126-020	123-110	2-230	2.2%	0-179	0.5%	25%	False	False	14,858
20	126-070	123-110	2-280	2.3%	0-194	0.5%	24%	False	False	11,330
40	126-150	123-110	3-040	2.5%	0-156	0.4%	22%	False	False	6,065

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-250
2.618	125-244
1.618	125-044
1.000	124-240
0.618	124-164
HIGH	124-040
0.618	123-284
0.500	123-260
0.382	123-236
LOW	123-160
0.618	123-036
1.000	122-280
1.618	122-156
2.618	121-276
4.250	120-270

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	123-307	123-313
PP	123-283	123-297
S1	123-260	123-280

Download as Excel Spreadsheet

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

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