ECBOT 10 Year T-Note Future September 2014

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

Day Change Summary
	Previous	Current
	03-Jul-2014	07-Jul-2014	Change	Change %	Previous Week
Open	124-140	124-070	-0-070	-0.2%	125-030
High	124-160	124-135	-0-025	-0.1%	125-075
Low	123-260	124-020	0-080	0.2%	123-260
Close	124-070	124-125	0-055	0.1%	124-070
Range	0-220	0-115	-0-105	-47.7%	1-135
ATR	0-154	0-151	-0-003	-1.8%	0-000
Volume	1,313,422	637,578	-675,844	-51.5%	4,045,182

Daily Pivots for day following 07-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-118	125-077	124-188
R3	125-003	124-282	124-157
R2	124-208	124-208	124-146
R1	124-167	124-167	124-136	124-188
PP	124-093	124-093	124-093	124-104
S1	124-052	124-052	124-114	124-072
S2	123-298	123-298	124-104
S3	123-183	123-257	124-093
S4	123-068	123-142	124-062

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-220	127-280	125-000
R3	127-085	126-145	124-195
R2	125-270	125-270	124-153
R1	125-010	125-010	124-112	124-232
PP	124-135	124-135	124-135	124-086
S1	123-195	123-195	124-028	123-098
S2	123-000	123-000	123-307
S3	121-185	122-060	123-265
S4	120-050	120-245	123-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-075	123-260	1-135	1.1%	0-146	0.4%	41%	False	False	936,552
10	125-090	123-260	1-150	1.2%	0-136	0.3%	39%	False	False	953,785
20	125-090	123-250	1-160	1.2%	0-148	0.4%	41%	False	False	1,022,211
40	126-000	123-250	2-070	1.8%	0-152	0.4%	27%	False	False	826,106
60	126-000	122-180	3-140	2.8%	0-145	0.4%	53%	False	False	551,787

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-304
2.618	125-116
1.618	125-001
1.000	124-250
0.618	124-206
HIGH	124-135
0.618	124-091
0.500	124-078
0.382	124-064
LOW	124-020
0.618	123-269
1.000	123-225
1.618	123-154
2.618	123-039
4.250	122-171

Fisher Pivots for day following 07-Jul-2014
Pivot	1 day	3 day
R1	124-109	124-128
PP	124-093	124-127
S1	124-078	124-126

Download as Excel Spreadsheet

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

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