ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	123-040	123-220	0-180	0.5%	123-300
High	123-260	124-020	0-080	0.2%	124-040
Low	122-240	123-180	0-260	0.7%	122-240
Close	123-200	123-270	0-070	0.2%	123-200
Range	1-020	0-160	-0-180	-52.9%	1-120
ATR	0-214	0-210	-0-004	-1.8%	0-000
Volume	87,904	125,184	37,280	42.4%	276,234

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-103	125-027	124-038
R3	124-263	124-187	123-314
R2	124-103	124-103	123-299
R1	124-027	124-027	123-285	124-065
PP	123-263	123-263	123-263	123-282
S1	123-187	123-187	123-255	123-225
S2	123-103	123-103	123-241
S3	122-263	123-027	123-226
S4	122-103	122-187	123-182

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%	0-228	0.6%	80%	False	False	75,332
10	125-190	122-240	2-270	2.3%	0-232	0.6%	38%	False	False	47,244
20	126-020	122-240	3-100	2.7%	0-212	0.5%	33%	False	False	27,077
40	126-150	122-240	3-230	3.0%	0-170	0.4%	29%	False	False	14,764

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-026
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	126-060
2.618	125-119
1.618	124-279
1.000	124-180
0.618	124-119
HIGH	124-020
0.618	123-279
0.500	123-260
0.382	123-241
LOW	123-180
0.618	123-081
1.000	123-020
1.618	122-241
2.618	122-081
4.250	121-140

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	123-267	123-223
PP	123-263	123-177
S1	123-260	123-130

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols