ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	124-180	124-290	0-110	0.3%	124-180
High	125-000	125-100	0-100	0.3%	124-220
Low	124-170	124-220	0-050	0.1%	123-130
Close	124-240	125-060	0-140	0.4%	124-150
Range	0-150	0-200	0-050	33.3%	1-090
ATR	0-145	0-149	0-004	2.7%	0-000
Volume	11,475	6,196	-5,279	-46.0%	47,495

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-300	126-220	125-170
R3	126-100	126-020	125-115
R2	125-220	125-220	125-097
R1	125-140	125-140	125-078	125-180
PP	125-020	125-020	125-020	125-040
S1	124-260	124-260	125-042	124-300
S2	124-140	124-140	125-023
S3	123-260	124-060	125-005
S4	123-060	123-180	124-270

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-010	127-170	125-056
R3	126-240	126-080	124-263
R2	125-150	125-150	124-225
R1	124-310	124-310	124-188	124-185
PP	124-060	124-060	124-060	123-318
S1	123-220	123-220	124-112	123-095
S2	122-290	122-290	124-075
S3	121-200	122-130	124-037
S4	120-110	121-040	123-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-100	123-190	1-230	1.4%	0-186	0.5%	93%	True	False	10,791
10	125-100	123-130	1-290	1.5%	0-174	0.4%	93%	True	False	9,295
20	125-100	123-130	1-290	1.5%	0-140	0.3%	93%	True	False	5,707
40	125-100	122-210	2-210	2.1%	0-117	0.3%	95%	True	False	3,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-310
2.618	126-304
1.618	126-104
1.000	125-300
0.618	125-224
HIGH	125-100
0.618	125-024
0.500	125-000
0.382	124-296
LOW	124-220
0.618	124-096
1.000	124-020
1.618	123-216
2.618	123-016
4.250	122-010

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	125-040	125-020
PP	125-020	124-300
S1	125-000	124-260

Download as Excel Spreadsheet

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

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