ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	123-255	124-010	0-075	0.2%	124-015
High	124-030	124-125	0-095	0.2%	124-200
Low	123-160	124-010	0-170	0.4%	123-160
Close	124-000	124-090	0-090	0.2%	124-000
Range	0-190	0-115	-0-075	-39.5%	1-040
ATR	0-156	0-154	-0-002	-1.4%	0-000
Volume	1,143,681	1,020,022	-123,659	-10.8%	6,178,990

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-100	125-050	124-153
R3	124-305	124-255	124-122
R2	124-190	124-190	124-111
R1	124-140	124-140	124-101	124-165
PP	124-075	124-075	124-075	124-088
S1	124-025	124-025	124-079	124-050
S2	123-280	123-280	124-069
S3	123-165	123-230	124-058
S4	123-050	123-115	124-027

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-133	126-267	124-198
R3	126-093	125-227	124-099
R2	125-053	125-053	124-066
R1	124-187	124-187	124-033	124-100
PP	124-013	124-013	124-013	123-290
S1	123-147	123-147	123-287	123-060
S2	122-293	122-293	123-254
S3	121-253	122-107	123-221
S4	120-213	121-067	123-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-200	123-160	1-040	0.9%	0-159	0.4%	69%	False	False	1,261,796
10	124-295	123-160	1-135	1.1%	0-140	0.4%	55%	False	False	1,264,832
20	125-305	123-160	2-145	2.0%	0-144	0.4%	32%	False	False	1,256,284
40	126-120	123-130	2-310	2.4%	0-156	0.4%	29%	False	False	640,841
60	126-120	122-300	3-140	2.8%	0-142	0.4%	39%	False	False	428,098
80	126-120	122-210	3-230	3.0%	0-116	0.3%	44%	False	False	321,097

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-042
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-294
2.618	125-106
1.618	124-311
1.000	124-240
0.618	124-196
HIGH	124-125
0.618	124-081
0.500	124-068
0.382	124-054
LOW	124-010
0.618	123-259
1.000	123-215
1.618	123-144
2.618	123-029
4.250	122-161

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	124-082	124-054
PP	124-075	124-018
S1	124-068	123-302

Download as Excel Spreadsheet

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

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