ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	124-200	124-070	-0-130	-0.3%	123-300
High	124-230	124-140	-0-090	-0.2%	124-040
Low	123-310	123-200	-0-110	-0.3%	122-240
Close	124-030	124-120	0-090	0.2%	123-200
Range	0-240	0-260	0-020	8.3%	1-120
ATR	0-218	0-221	0-003	1.4%	0-000
Volume	1,523,083	1,205,887	-317,196	-20.8%	276,234

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-187	126-093	124-263
R3	125-247	125-153	124-192
R2	124-307	124-307	124-168
R1	124-213	124-213	124-144	124-260
PP	124-047	124-047	124-047	124-070
S1	123-273	123-273	124-096	124-000
S2	123-107	123-107	124-072
S3	122-167	123-013	124-048
S4	121-227	122-073	123-297

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%	0-259	0.7%	81%	False	False	755,033
10	124-240	122-240	2-000	1.6%	0-240	0.6%	81%	False	False	399,129
20	126-020	122-240	3-100	2.7%	0-208	0.5%	49%	False	False	203,855
40	126-150	122-240	3-230	3.0%	0-189	0.5%	44%	False	False	103,815

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	0-039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-285
2.618	126-181
1.618	125-241
1.000	125-080
0.618	124-301
HIGH	124-140
0.618	124-041
0.500	124-010
0.382	123-299
LOW	123-200
0.618	123-039
1.000	122-260
1.618	122-099
2.618	121-159
4.250	120-055

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	124-083	124-100
PP	124-047	124-080
S1	124-010	124-060

Download as Excel Spreadsheet

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

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