ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	123-220	123-305	0-085	0.2%	123-300
High	124-020	124-240	0-220	0.6%	124-040
Low	123-180	123-265	0-085	0.2%	122-240
Close	123-270	124-195	0-245	0.6%	123-200
Range	0-160	0-295	0-135	84.4%	1-120
ATR	0-210	0-216	0-006	2.9%	0-000
Volume	125,184	833,107	707,923	565.5%	276,234

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-052	126-258	125-037
R3	126-077	125-283	124-276
R2	125-102	125-102	124-249
R1	124-308	124-308	124-222	125-045
PP	124-127	124-127	124-127	124-155
S1	124-013	124-013	124-168	124-070
S2	123-152	123-152	124-141
S3	122-177	123-038	124-114
S4	121-202	122-063	124-033

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	124-240	122-240	2-000	1.6%	0-247	0.6%	93%	True	False	236,220
10	124-270	122-240	2-030	1.7%	0-230	0.6%	89%	False	False	129,710
20	126-020	122-240	3-100	2.7%	0-223	0.6%	56%	False	False	68,262
40	126-150	122-240	3-230	3.0%	0-177	0.4%	50%	False	False	35,591

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-214
2.618	127-052
1.618	126-077
1.000	125-215
0.618	125-102
HIGH	124-240
0.618	124-127
0.500	124-092
0.382	124-058
LOW	123-265
0.618	123-083
1.000	122-290
1.618	122-108
2.618	121-133
4.250	119-291

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	124-161	124-103
PP	124-127	124-012
S1	124-092	123-240

Download as Excel Spreadsheet

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

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