ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 123-275 123-170 -0-105 -0.3% 123-220
High 123-285 123-190 -0-095 -0.2% 124-240
Low 122-315 123-005 0-010 0.0% 123-180
Close 123-180 123-030 -0-150 -0.4% 124-090
Range 0-290 0-185 -0-105 -36.2% 1-060
ATR 0-230 0-227 -0-003 -1.4% 0-000
Volume 1,641,880 1,031,353 -610,527 -37.2% 4,981,543
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-310 124-195 123-132
R3 124-125 124-010 123-081
R2 123-260 123-260 123-064
R1 123-145 123-145 123-047 123-110
PP 123-075 123-075 123-075 123-058
S1 122-280 122-280 123-013 122-245
S2 122-210 122-210 122-316
S3 122-025 122-095 122-299
S4 121-160 121-230 122-248
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-243 127-067 124-299
R3 126-183 126-007 124-194
R2 125-123 125-123 124-160
R1 124-267 124-267 124-125 125-035
PP 124-063 124-063 124-063 124-108
S1 123-207 123-207 124-055 123-295
S2 123-003 123-003 124-020
S3 121-263 122-147 123-306
S4 120-203 121-087 123-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 122-315 1-235 1.4% 0-226 0.6% 6% False False 1,339,297
10 124-240 122-240 2-000 1.6% 0-236 0.6% 17% False False 787,758
20 126-020 122-240 3-100 2.7% 0-208 0.5% 10% False False 401,308
40 126-150 122-240 3-230 3.0% 0-191 0.5% 9% False False 202,978
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-016
2.618 125-034
1.618 124-169
1.000 124-055
0.618 123-304
HIGH 123-190
0.618 123-119
0.500 123-098
0.382 123-076
LOW 123-005
0.618 122-211
1.000 122-140
1.618 122-026
2.618 121-161
4.250 120-179
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 123-098 123-232
PP 123-075 123-165
S1 123-052 123-098

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

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