ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	126-040	126-080	0-040	0.1%	125-265
High	126-140	127-010	0-190	0.5%	127-010
Low	126-005	126-055	0-050	0.1%	125-180
Close	126-095	126-205	0-110	0.3%	126-205
Range	0-135	0-275	0-140	103.7%	1-150
ATR	0-157	0-166	0-008	5.3%	0-000
Volume	1,286,432	1,606,013	319,581	24.8%	5,878,120

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-062	128-248	127-036
R3	128-107	127-293	126-281
R2	127-152	127-152	126-255
R1	127-018	127-018	126-230	127-085
PP	126-197	126-197	126-197	126-230
S1	126-063	126-063	126-180	126-130
S2	125-242	125-242	126-155
S3	124-287	125-108	126-129
S4	124-012	124-153	126-054

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-262	130-063	127-144
R3	129-112	128-233	127-014
R2	127-282	127-282	126-291
R1	127-083	127-083	126-248	127-182
PP	126-132	126-132	126-132	126-181
S1	125-253	125-253	126-162	126-032
S2	124-302	124-302	126-119
S3	123-152	124-103	126-076
S4	122-002	122-273	125-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-010	125-180	1-150	1.2%	0-156	0.4%	73%	True	False	1,175,624
10	127-010	125-030	1-300	1.5%	0-162	0.4%	80%	True	False	1,220,646
20	127-010	124-075	2-255	2.2%	0-162	0.4%	86%	True	False	1,230,937
40	127-010	123-260	3-070	2.5%	0-153	0.4%	88%	True	False	1,109,687
60	127-010	123-250	3-080	2.6%	0-157	0.4%	88%	True	False	1,112,368
80	127-010	122-230	4-100	3.4%	0-153	0.4%	91%	True	False	838,747
100	127-010	122-000	5-010	4.0%	0-141	0.3%	92%	True	False	671,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	130-219
2.618	129-090
1.618	128-135
1.000	127-285
0.618	127-180
HIGH	127-010
0.618	126-225
0.500	126-192
0.382	126-160
LOW	126-055
0.618	125-205
1.000	125-100
1.618	124-250
2.618	123-295
4.250	122-166

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	126-201	126-168
PP	126-197	126-132
S1	126-192	126-095

Download as Excel Spreadsheet

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

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