ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	124-010	124-085	0-075	0.2%	124-015
High	124-125	124-190	0-065	0.2%	124-200
Low	124-010	124-080	0-070	0.2%	123-160
Close	124-090	124-170	0-080	0.2%	124-000
Range	0-115	0-110	-0-005	-4.3%	1-040
ATR	0-154	0-150	-0-003	-2.0%	0-000
Volume	1,020,022	938,261	-81,761	-8.0%	6,178,990

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-157	125-113	124-230
R3	125-047	125-003	124-200
R2	124-257	124-257	124-190
R1	124-213	124-213	124-180	124-235
PP	124-147	124-147	124-147	124-158
S1	124-103	124-103	124-160	124-125
S2	124-037	124-037	124-150
S3	123-247	123-313	124-140
S4	123-137	123-203	124-110

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%	0-160	0.4%	92%	False	False	1,222,008
10	124-230	123-160	1-070	1.0%	0-140	0.4%	85%	False	False	1,231,349
20	125-305	123-160	2-145	2.0%	0-145	0.4%	42%	False	False	1,294,853
40	126-120	123-130	2-310	2.4%	0-157	0.4%	38%	False	False	664,152
60	126-120	122-300	3-140	2.8%	0-142	0.4%	46%	False	False	443,726
80	126-120	122-210	3-230	3.0%	0-118	0.3%	50%	False	False	332,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-040
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-018
2.618	125-158
1.618	125-048
1.000	124-300
0.618	124-258
HIGH	124-190
0.618	124-148
0.500	124-135
0.382	124-122
LOW	124-080
0.618	124-012
1.000	123-290
1.618	123-222
2.618	123-112
4.250	122-252

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	124-158	124-118
PP	124-147	124-067
S1	124-135	124-015

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

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