ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	126-090	125-265	-0-145	-0.4%	125-270
High	126-100	125-275	-0-145	-0.4%	126-185
Low	125-210	125-115	-0-095	-0.2%	125-260
Close	125-255	125-250	-0-005	0.0%	126-105
Range	0-210	0-160	-0-050	-23.8%	0-245
ATR	0-145	0-146	0-001	0.8%	0-000
Volume	222,259	116,979	-105,280	-47.4%	7,485,348

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-053	126-312	126-018
R3	126-213	126-152	125-294
R2	126-053	126-053	125-279
R1	125-312	125-312	125-265	125-262
PP	125-213	125-213	125-213	125-189
S1	125-152	125-152	125-235	125-102
S2	125-053	125-053	125-221
S3	124-213	124-312	125-206
S4	124-053	124-152	125-162

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	125-115	1-070	1.0%	0-133	0.3%	35%	False	True	912,467
10	126-185	125-115	1-070	1.0%	0-130	0.3%	35%	False	True	1,161,781
20	127-010	125-100	1-230	1.4%	0-145	0.4%	27%	False	False	1,183,269
40	127-010	124-075	2-255	2.2%	0-151	0.4%	55%	False	False	1,159,223
60	127-010	123-250	3-080	2.6%	0-151	0.4%	62%	False	False	1,116,839
80	127-010	123-250	3-080	2.6%	0-153	0.4%	62%	False	False	1,005,249
100	127-010	122-180	4-150	3.6%	0-147	0.4%	72%	False	False	804,992

Crabel Price Patterns
NR	True
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-315
2.618	127-054
1.618	126-214
1.000	126-115
0.618	126-054
HIGH	125-275
0.618	125-214
0.500	125-195
0.382	125-176
LOW	125-115
0.618	125-016
1.000	124-275
1.618	124-176
2.618	124-016
4.250	123-075

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	125-232	125-292
PP	125-213	125-278
S1	125-195	125-264

Download as Excel Spreadsheet

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

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