ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	124-150	124-140	-0-010	0.0%	123-200
High	124-150	124-180	0-030	0.1%	124-180
Low	124-090	124-110	0-020	0.1%	123-150
Close	124-100	124-110	0-010	0.0%	124-110
Range	0-060	0-070	0-010	16.7%	1-030
ATR	0-098	0-096	-0-001	-1.3%	0-000
Volume	574	565	-9	-1.6%	1,320

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-023	124-297	124-148
R3	124-273	124-227	124-129
R2	124-203	124-203	124-123
R1	124-157	124-157	124-116	124-145
PP	124-133	124-133	124-133	124-128
S1	124-087	124-087	124-104	124-075
S2	124-063	124-063	124-097
S3	123-313	124-017	124-091
S4	123-243	123-267	124-072

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-130	126-310	124-302
R3	126-100	125-280	124-206
R2	125-070	125-070	124-174
R1	124-250	124-250	124-142	125-000
PP	124-040	124-040	124-040	124-075
S1	123-220	123-220	124-078	123-290
S2	123-010	123-010	124-046
S3	121-300	122-190	124-014
S4	120-270	121-160	123-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-180	123-150	1-030	0.9%	0-064	0.2%	80%	True	False	264
10	124-180	122-210	1-290	1.5%	0-069	0.2%	89%	True	False	237
20	124-180	122-210	1-290	1.5%	0-044	0.1%	89%	True	False	124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-158
2.618	125-043
1.618	124-293
1.000	124-250
0.618	124-223
HIGH	124-180
0.618	124-153
0.500	124-145
0.382	124-137
LOW	124-110
0.618	124-067
1.000	124-040
1.618	123-317
2.618	123-247
4.250	123-132

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	124-145	124-103
PP	124-133	124-097
S1	124-122	124-090

Download as Excel Spreadsheet

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

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