ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 123-305 124-200 0-215 0.5% 123-300
High 124-240 124-230 -0-010 0.0% 124-040
Low 123-265 123-310 0-045 0.1% 122-240
Close 124-195 124-030 -0-165 -0.4% 123-200
Range 0-295 0-240 -0-055 -18.6% 1-120
ATR 0-216 0-218 0-002 0.8% 0-000
Volume 833,107 1,523,083 689,976 82.8% 276,234
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-163 126-017 124-162
R3 125-243 125-097 124-096
R2 125-003 125-003 124-074
R1 124-177 124-177 124-052 124-130
PP 124-083 124-083 124-083 124-060
S1 123-257 123-257 124-008 123-210
S2 123-163 123-163 123-306
S3 122-243 123-017 123-284
S4 122-003 122-097 123-218
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% 0-241 0.6% 67% False False 532,269
10 124-270 122-240 2-030 1.7% 0-246 0.6% 64% False False 280,206
20 126-020 122-240 3-100 2.7% 0-214 0.5% 41% False False 144,160
40 126-150 122-240 3-230 3.0% 0-183 0.5% 36% False False 73,668
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-290
2.618 126-218
1.618 125-298
1.000 125-150
0.618 125-058
HIGH 124-230
0.618 124-138
0.500 124-110
0.382 124-082
LOW 123-310
0.618 123-162
1.000 123-070
1.618 122-242
2.618 122-002
4.250 120-250
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 124-110 124-050
PP 124-083 124-043
S1 124-057 124-037

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

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