ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	125-190	125-245	0-055	0.1%	126-160
High	125-300	126-070	0-090	0.2%	126-190
Low	125-190	125-245	0-055	0.1%	125-040
Close	125-220	126-055	0-155	0.4%	125-185
Range	0-110	0-145	0-035	31.8%	1-150
ATR	0-176	0-176	0-000	-0.3%	0-000
Volume	12,489	38,806	26,317	210.7%	507,842

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-132	127-078	126-135
R3	126-307	126-253	126-095
R2	126-162	126-162	126-082
R1	126-108	126-108	126-068	126-135
PP	126-017	126-017	126-017	126-030
S1	125-283	125-283	126-042	125-310
S2	125-192	125-192	126-028
S3	125-047	125-138	126-015
S4	124-222	124-313	125-295

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-055	129-110	126-124
R3	128-225	127-280	125-314
R2	127-075	127-075	125-271
R1	126-130	126-130	125-228	126-028
PP	125-245	125-245	125-245	125-194
S1	124-300	124-300	125-142	124-198
S2	124-095	124-095	125-099
S3	122-265	123-150	125-056
S4	121-115	122-000	124-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-130	125-040	1-090	1.0%	0-177	0.4%	82%	False	False	54,577
10	127-020	125-040	1-300	1.5%	0-158	0.4%	54%	False	False	457,968
20	127-055	125-040	2-015	1.6%	0-165	0.4%	51%	False	False	798,652
40	128-020	125-040	2-300	2.3%	0-174	0.4%	36%	False	False	879,195
60	128-020	123-235	4-105	3.4%	0-181	0.4%	56%	False	False	907,907
80	128-020	122-070	5-270	4.6%	0-195	0.5%	68%	False	False	901,359
100	128-020	122-070	5-270	4.6%	0-192	0.5%	68%	False	False	722,842
120	128-020	122-070	5-270	4.6%	0-179	0.4%	68%	False	False	602,482

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-046
2.618	127-130
1.618	126-305
1.000	126-215
0.618	126-160
HIGH	126-070
0.618	126-015
0.500	125-318
0.382	125-300
LOW	125-245
0.618	125-155
1.000	125-100
1.618	125-010
2.618	124-185
4.250	123-269

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	126-036	126-002
PP	126-017	125-268
S1	125-318	125-215

Download as Excel Spreadsheet

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

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