ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	126-120	126-090	-0-030	-0.1%	125-270
High	126-150	126-100	-0-050	-0.1%	126-185
Low	126-075	125-210	-0-185	-0.5%	125-260
Close	126-105	125-255	-0-170	-0.4%	126-105
Range	0-075	0-210	0-135	180.0%	0-245
ATR	0-139	0-145	0-005	3.9%	0-000
Volume	322,488	222,259	-100,229	-31.1%	7,485,348

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-285	127-160	126-050
R3	127-075	126-270	125-313
R2	126-185	126-185	125-294
R1	126-060	126-060	125-274	126-018
PP	125-295	125-295	125-295	125-274
S1	125-170	125-170	125-236	125-128
S2	125-085	125-085	125-216
S3	124-195	124-280	125-197
S4	123-305	124-070	125-140

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-172	128-063	126-240
R3	127-247	127-138	126-172
R2	127-002	127-002	126-150
R1	126-213	126-213	126-127	126-268
PP	126-077	126-077	126-077	126-104
S1	125-288	125-288	126-083	126-022
S2	125-152	125-152	126-060
S3	124-227	125-043	126-038
S4	123-302	124-118	125-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	125-210	0-295	0.7%	0-118	0.3%	15%	False	True	1,279,349
10	126-190	125-195	0-315	0.8%	0-127	0.3%	19%	False	False	1,249,176
20	127-010	125-030	1-300	1.5%	0-144	0.4%	36%	False	False	1,236,452
40	127-010	124-075	2-255	2.2%	0-151	0.4%	56%	False	False	1,181,893
60	127-010	123-250	3-080	2.6%	0-150	0.4%	62%	False	False	1,128,665
80	127-010	123-250	3-080	2.6%	0-152	0.4%	62%	False	False	1,003,999
100	127-010	122-180	4-150	3.6%	0-148	0.4%	72%	False	False	803,829

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	0-024
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	129-032
2.618	128-010
1.618	127-120
1.000	126-310
0.618	126-230
HIGH	126-100
0.618	126-020
0.500	125-315
0.382	125-290
LOW	125-210
0.618	125-080
1.000	125-000
1.618	124-190
2.618	123-300
4.250	122-278

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	125-315	126-038
PP	125-295	126-003
S1	125-275	125-289

Download as Excel Spreadsheet

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

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