ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 18-Sep-2014

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	124-225	124-115	-0-110	-0.3%	125-195
High	125-040	124-160	-0-200	-0.5%	125-265
Low	124-120	124-045	-0-075	-0.2%	124-150
Close	124-190	124-090	-0-100	-0.3%	124-155
Range	0-240	0-115	-0-125	-52.1%	1-115
ATR	0-151	0-150	0-000	-0.3%	0-000
Volume	28,961	5,066	-23,895	-82.5%	103,457

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-123	125-062	124-153
R3	125-008	124-267	124-122
R2	124-213	124-213	124-111
R1	124-152	124-152	124-101	124-125
PP	124-098	124-098	124-098	124-085
S1	124-037	124-037	124-079	124-010
S2	123-303	123-303	124-069
S3	123-188	123-242	124-058
S4	123-073	123-127	124-027

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	125-040	124-045	0-315	0.8%	0-136	0.3%	14%	False	True	17,069
10	126-050	124-045	2-005	1.6%	0-142	0.4%	7%	False	True	23,299
20	126-185	124-045	2-140	2.0%	0-139	0.3%	6%	False	True	538,454
40	127-010	124-045	2-285	2.3%	0-153	0.4%	5%	False	True	900,153
60	127-010	123-260	3-070	2.6%	0-150	0.4%	15%	False	False	924,605
80	127-010	123-250	3-080	2.6%	0-154	0.4%	15%	False	False	999,404
100	127-010	122-270	4-060	3.4%	0-152	0.4%	34%	False	False	808,136
120	127-010	122-000	5-010	4.0%	0-144	0.4%	45%	False	False	673,645

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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-009
2.618	125-141
1.618	125-026
1.000	124-275
0.618	124-231
HIGH	124-160
0.618	124-116
0.500	124-102
0.382	124-089
LOW	124-045
0.618	123-294
1.000	123-250
1.618	123-179
2.618	123-064
4.250	122-196

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	124-102	124-202
PP	124-098	124-165
S1	124-094	124-128

Download as Excel Spreadsheet

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

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