ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	124-230	124-225	-0-005	0.0%	125-195
High	125-015	125-040	0-025	0.1%	125-265
Low	124-215	124-120	-0-095	-0.2%	124-150
Close	124-225	124-190	-0-035	-0.1%	124-155
Range	0-120	0-240	0-120	100.0%	1-115
ATR	0-144	0-151	0-007	4.8%	0-000
Volume	21,950	28,961	7,011	31.9%	103,457

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-303	126-167	125-002
R3	126-063	125-247	124-256
R2	125-143	125-143	124-234
R1	125-007	125-007	124-212	124-275
PP	124-223	124-223	124-223	124-198
S1	124-087	124-087	124-168	124-035
S2	123-303	123-303	124-146
S3	123-063	123-167	124-124
S4	122-143	122-247	124-058

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-002	128-033	125-074
R3	127-207	126-238	124-275
R2	126-092	126-092	124-235
R1	125-123	125-123	124-195	125-050
PP	124-297	124-297	124-297	124-260
S1	124-008	124-008	124-115	123-255
S2	123-182	123-182	124-075
S3	122-067	122-213	124-035
S4	120-272	121-098	123-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-040	124-120	0-240	0.6%	0-133	0.3%	29%	True	True	20,013
10	126-050	124-120	1-250	1.4%	0-152	0.4%	12%	False	True	33,132
20	126-185	124-120	2-065	1.8%	0-141	0.4%	10%	False	True	597,456
40	127-010	124-075	2-255	2.2%	0-152	0.4%	13%	False	False	915,241
60	127-010	123-260	3-070	2.6%	0-150	0.4%	24%	False	False	943,368
80	127-010	123-250	3-080	2.6%	0-153	0.4%	25%	False	False	1,002,230
100	127-010	122-270	4-060	3.4%	0-151	0.4%	42%	False	False	808,140
120	127-010	122-000	5-010	4.0%	0-143	0.4%	52%	False	False	673,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	128-100
2.618	127-028
1.618	126-108
1.000	125-280
0.618	125-188
HIGH	125-040
0.618	124-268
0.500	124-240
0.382	124-212
LOW	124-120
0.618	123-292
1.000	123-200
1.618	123-052
2.618	122-132
4.250	121-060

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	124-240	124-240
PP	124-223	124-223
S1	124-207	124-207

Download as Excel Spreadsheet

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

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