ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	126-200	126-090	-0-110	-0.3%	125-265
High	126-210	126-190	-0-020	0.0%	127-010
Low	126-080	126-065	-0-015	0.0%	125-180
Close	126-115	126-070	-0-045	-0.1%	126-205
Range	0-130	0-125	-0-005	-3.8%	1-150
ATR	0-163	0-161	-0-003	-1.7%	0-000
Volume	783,611	990,938	207,327	26.5%	5,878,120

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-163	127-082	126-139
R3	127-038	126-277	126-104
R2	126-233	126-233	126-093
R1	126-152	126-152	126-081	126-130
PP	126-108	126-108	126-108	126-098
S1	126-027	126-027	126-059	126-005
S2	125-303	125-303	126-047
S3	125-178	125-222	126-036
S4	125-053	125-097	126-001

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%	0-175	0.4%	45%	False	False	1,200,154
10	127-010	125-100	1-230	1.4%	0-160	0.4%	53%	False	False	1,204,757
20	127-010	124-075	2-255	2.2%	0-163	0.4%	71%	False	False	1,233,025
40	127-010	123-260	3-070	2.6%	0-154	0.4%	75%	False	False	1,116,324
60	127-010	123-250	3-080	2.6%	0-158	0.4%	75%	False	False	1,137,154
80	127-010	122-270	4-060	3.3%	0-154	0.4%	81%	False	False	860,811
100	127-010	122-000	5-010	4.0%	0-143	0.4%	84%	False	False	688,832

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	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-081
2.618	127-197
1.618	127-072
1.000	126-315
0.618	126-267
HIGH	126-190
0.618	126-142
0.500	126-128
0.382	126-113
LOW	126-065
0.618	125-308
1.000	125-260
1.618	125-183
2.618	125-058
4.250	124-174

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	126-128	126-192
PP	126-108	126-152
S1	126-089	126-111

Download as Excel Spreadsheet

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

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