ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	126-000	126-080	0-080	0.2%	126-200
High	126-100	126-185	0-085	0.2%	126-210
Low	125-310	126-075	0-085	0.2%	125-195
Close	126-075	126-130	0-055	0.1%	125-285
Range	0-110	0-110	0-000	0.0%	1-015
ATR	0-147	0-144	-0-003	-1.8%	0-000
Volume	2,309,338	1,591,275	-718,063	-31.1%	5,567,773

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-140	127-085	126-190
R3	127-030	126-295	126-160
R2	126-240	126-240	126-150
R1	126-185	126-185	126-140	126-212
PP	126-130	126-130	126-130	126-144
S1	126-075	126-075	126-120	126-102
S2	126-020	126-020	126-110
S3	125-230	125-285	126-100
S4	125-120	125-175	126-070

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-062	128-188	126-149
R3	128-047	127-173	126-057
R2	127-032	127-032	126-026
R1	126-158	126-158	125-316	126-088
PP	126-017	126-017	126-017	125-301
S1	125-143	125-143	125-254	125-072
S2	125-002	125-002	125-224
S3	123-307	124-128	125-193
S4	122-292	123-113	125-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	125-195	0-310	0.8%	0-118	0.3%	82%	True	False	1,726,538
10	127-010	125-195	1-135	1.1%	0-139	0.3%	56%	False	False	1,433,664
20	127-010	124-130	2-200	2.1%	0-152	0.4%	76%	False	False	1,363,986
40	127-010	123-260	3-070	2.5%	0-152	0.4%	81%	False	False	1,217,049
60	127-010	123-250	3-080	2.6%	0-153	0.4%	81%	False	False	1,170,062
80	127-010	123-200	3-130	2.7%	0-151	0.4%	82%	False	False	997,372
100	127-010	122-180	4-150	3.5%	0-148	0.4%	86%	False	False	798,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-024

Fibonacci Retracements and Extensions
4.250	128-012
2.618	127-153
1.618	127-043
1.000	126-295
0.618	126-253
HIGH	126-185
0.618	126-143
0.500	126-130
0.382	126-117
LOW	126-075
0.618	126-007
1.000	125-285
1.618	125-217
2.618	125-107
4.250	124-248

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	126-130	126-114
PP	126-130	126-098
S1	126-130	126-082

Download as Excel Spreadsheet

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

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