ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	126-080	125-295	-0-105	-0.3%	125-265
High	126-095	126-040	-0-055	-0.1%	127-010
Low	125-255	125-250	-0-005	0.0%	125-180
Close	125-295	126-005	0-030	0.1%	126-205
Range	0-160	0-110	-0-050	-31.3%	1-150
ATR	0-161	0-157	-0-004	-2.2%	0-000
Volume	1,185,117	1,138,277	-46,840	-4.0%	5,878,120

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-002	126-273	126-066
R3	126-212	126-163	126-035
R2	126-102	126-102	126-025
R1	126-053	126-053	126-015	126-078
PP	125-312	125-312	125-312	126-004
S1	125-263	125-263	125-315	125-288
S2	125-202	125-202	125-305
S3	125-092	125-153	125-295
S4	124-302	125-043	125-264

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	125-250	1-080	1.0%	0-160	0.4%	19%	False	True	1,140,791
10	127-010	125-180	1-150	1.2%	0-152	0.4%	31%	False	False	1,180,246
20	127-010	124-075	2-255	2.2%	0-164	0.4%	64%	False	False	1,260,046
40	127-010	123-260	3-070	2.6%	0-154	0.4%	68%	False	False	1,116,611
60	127-010	123-250	3-080	2.6%	0-157	0.4%	69%	False	False	1,137,454
80	127-010	122-280	4-050	3.3%	0-155	0.4%	76%	False	False	889,748
100	127-010	122-000	5-010	4.0%	0-145	0.4%	80%	False	False	712,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	127-188
2.618	127-008
1.618	126-218
1.000	126-150
0.618	126-108
HIGH	126-040
0.618	125-318
0.500	125-305
0.382	125-292
LOW	125-250
0.618	125-182
1.000	125-140
1.618	125-072
2.618	124-282
4.250	124-102

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	125-318	126-060
PP	125-312	126-042
S1	125-305	126-023

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

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