ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	124-180	124-230	0-050	0.1%	125-195
High	124-235	125-015	0-100	0.3%	125-265
Low	124-140	124-215	0-075	0.2%	124-150
Close	124-210	124-225	0-015	0.0%	124-155
Range	0-095	0-120	0-025	26.3%	1-115
ATR	0-145	0-144	-0-001	-1.0%	0-000
Volume	6,637	21,950	15,313	230.7%	103,457

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-298	125-222	124-291
R3	125-178	125-102	124-258
R2	125-058	125-058	124-247
R1	124-302	124-302	124-236	124-280
PP	124-258	124-258	124-258	124-248
S1	124-182	124-182	124-214	124-160
S2	124-138	124-138	124-203
S3	124-018	124-062	124-192
S4	123-218	123-262	124-159

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-002	128-033	125-074
R3	127-207	126-238	124-275
R2	126-092	126-092	124-235
R1	125-123	125-123	124-195	125-050
PP	124-297	124-297	124-297	124-260
S1	124-008	124-008	124-115	123-255
S2	123-182	123-182	124-075
S3	122-067	122-213	124-035
S4	120-272	121-098	123-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-050	124-140	0-230	0.6%	0-107	0.3%	37%	False	False	19,028
10	126-050	124-140	1-230	1.4%	0-144	0.4%	15%	False	False	41,934
20	126-190	124-140	2-050	1.7%	0-135	0.3%	12%	False	False	645,555
40	127-010	124-075	2-255	2.2%	0-149	0.4%	17%	False	False	940,074
60	127-010	123-260	3-070	2.6%	0-148	0.4%	28%	False	False	953,882
80	127-010	123-250	3-080	2.6%	0-152	0.4%	28%	False	False	1,003,994
100	127-010	122-270	4-060	3.4%	0-150	0.4%	44%	False	False	807,884
120	127-010	122-000	5-010	4.0%	0-141	0.4%	54%	False	False	673,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-205
2.618	126-009
1.618	125-209
1.000	125-135
0.618	125-089
HIGH	125-015
0.618	124-289
0.500	124-275
0.382	124-261
LOW	124-215
0.618	124-141
1.000	124-095
1.618	124-021
2.618	123-221
4.250	123-025

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	124-275	124-238
PP	124-258	124-233
S1	124-242	124-229

Download as Excel Spreadsheet

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

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