ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	123-160	124-000	0-160	0.4%	125-290
High	124-040	124-020	-0-020	-0.1%	126-020
Low	123-160	123-070	-0-090	-0.2%	123-180
Close	124-010	123-180	-0-150	-0.4%	123-280
Range	0-200	0-270	0-070	35.0%	2-160
ATR	0-197	0-202	0-005	2.6%	0-000
Volume	28,665	42,839	14,174	49.4%	77,517

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-047	125-223	124-008
R3	125-097	124-273	123-254
R2	124-147	124-147	123-230
R1	124-003	124-003	123-205	123-260
PP	123-197	123-197	123-197	123-165
S1	123-053	123-053	123-155	122-310
S2	122-247	122-247	123-130
S3	121-297	122-103	123-106
S4	121-027	121-153	123-032

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	123-070	1-200	1.3%	0-252	0.6%	21%	False	True	28,144
10	126-020	123-070	2-270	2.3%	0-193	0.5%	12%	False	True	18,612
20	126-020	123-070	2-270	2.3%	0-194	0.5%	12%	False	True	13,129
40	126-150	123-070	3-080	2.6%	0-158	0.4%	11%	False	True	7,135

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	0-013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-208
2.618	126-087
1.618	125-137
1.000	124-290
0.618	124-187
HIGH	124-020
0.618	123-237
0.500	123-205
0.382	123-173
LOW	123-070
0.618	122-223
1.000	122-120
1.618	121-273
2.618	121-003
4.250	119-202

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	123-205	123-215
PP	123-197	123-203
S1	123-188	123-192

Download as Excel Spreadsheet

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

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