ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 124-000 123-070 -0-250 -0.6% 125-290
High 124-020 123-120 -0-220 -0.6% 126-020
Low 123-070 122-270 -0-120 -0.3% 123-180
Close 123-180 123-000 -0-180 -0.5% 123-280
Range 0-270 0-170 -0-100 -37.0% 2-160
ATR 0-202 0-204 0-002 1.0% 0-000
Volume 42,839 92,068 49,229 114.9% 77,517
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 124-213 124-117 123-094
R3 124-043 123-267 123-047
R2 123-193 123-193 123-031
R1 123-097 123-097 123-016 123-060
PP 123-023 123-023 123-023 123-005
S1 122-247 122-247 122-304 122-210
S2 122-173 122-173 122-289
S3 122-003 122-077 122-273
S4 121-153 121-227 122-226
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
5 124-130 122-270 1-180 1.3% 0-220 0.6% 10% False True 43,226
10 126-020 122-270 3-070 2.6% 0-201 0.5% 5% False True 27,265
20 126-020 122-270 3-070 2.6% 0-196 0.5% 5% False True 16,922
40 126-150 122-270 3-200 2.9% 0-160 0.4% 4% False True 9,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-202
2.618 124-245
1.618 124-075
1.000 123-290
0.618 123-225
HIGH 123-120
0.618 123-055
0.500 123-035
0.382 123-015
LOW 122-270
0.618 122-165
1.000 122-100
1.618 121-315
2.618 121-145
4.250 120-188
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 123-035 123-155
PP 123-023 123-103
S1 123-012 123-052

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

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