ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	123-070	123-040	-0-030	-0.1%	123-300
High	123-120	123-260	0-140	0.4%	124-040
Low	122-270	122-240	-0-030	-0.1%	122-240
Close	123-000	123-200	0-200	0.5%	123-200
Range	0-170	1-020	0-170	100.0%	1-120
ATR	0-204	0-214	0-010	4.8%	0-000
Volume	92,068	87,904	-4,164	-4.5%	276,234

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-187	126-053	124-067
R3	125-167	125-033	123-294
R2	124-147	124-147	123-262
R1	124-013	124-013	123-231	124-080
PP	123-127	123-127	123-127	123-160
S1	122-313	122-313	123-169	123-060
S2	122-107	122-107	123-138
S3	121-087	121-293	123-106
S4	120-067	120-273	123-013

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-200	127-000	124-122
R3	126-080	125-200	124-001
R2	124-280	124-280	123-281
R1	124-080	124-080	123-240	123-280
PP	123-160	123-160	123-160	123-100
S1	122-280	122-280	123-160	122-160
S2	122-040	122-040	123-119
S3	120-240	121-160	123-079
S4	119-120	120-040	122-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-040	122-240	1-120	1.1%	0-234	0.6%	64%	False	True	55,246
10	126-020	122-240	3-100	2.7%	0-230	0.6%	26%	False	True	35,375
20	126-020	122-240	3-100	2.7%	0-210	0.5%	26%	False	True	21,044
40	126-150	122-240	3-230	3.0%	0-166	0.4%	24%	False	True	11,634

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	128-105
2.618	126-190
1.618	125-170
1.000	124-280
0.618	124-150
HIGH	123-260
0.618	123-130
0.500	123-090
0.382	123-050
LOW	122-240
0.618	122-030
1.000	121-220
1.618	121-010
2.618	119-310
4.250	118-075

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	123-163	123-177
PP	123-127	123-153
S1	123-090	123-130

Download as Excel Spreadsheet

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

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