ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	124-000	124-150	0-150	0.4%	123-190
High	124-080	124-150	0-070	0.2%	123-260
Low	124-000	124-090	0-090	0.2%	122-210
Close	124-010	124-100	0-090	0.2%	123-150
Range	0-080	0-060	-0-020	-25.0%	1-050
ATR	0-094	0-098	0-003	3.4%	0-000
Volume	59	574	515	872.9%	1,054

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-293	124-257	124-133
R3	124-233	124-197	124-116
R2	124-173	124-173	124-111
R1	124-137	124-137	124-106	124-125
PP	124-113	124-113	124-113	124-108
S1	124-077	124-077	124-094	124-065
S2	124-053	124-053	124-089
S3	123-313	124-017	124-084
S4	123-253	123-277	124-067

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-250	126-090	124-034
R3	125-200	125-040	123-252
R2	124-150	124-150	123-218
R1	123-310	123-310	123-184	123-205
PP	123-100	123-100	123-100	123-048
S1	122-260	122-260	123-116	122-155
S2	122-050	122-050	123-082
S3	121-000	121-210	123-048
S4	119-270	120-160	122-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-150	123-150	1-000	0.8%	0-050	0.1%	84%	True	False	331
10	124-150	122-210	1-260	1.5%	0-068	0.2%	91%	True	False	181
20	124-240	122-210	2-030	1.7%	0-040	0.1%	79%	False	False	96

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-085
2.618	124-307
1.618	124-247
1.000	124-210
0.618	124-187
HIGH	124-150
0.618	124-127
0.500	124-120
0.382	124-113
LOW	124-090
0.618	124-053
1.000	124-030
1.618	123-313
2.618	123-253
4.250	123-155

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	124-120	124-068
PP	124-113	124-037
S1	124-107	124-005

Download as Excel Spreadsheet

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

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