ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	124-140	124-110	-0-030	-0.1%	123-200
High	124-180	124-140	-0-040	-0.1%	124-180
Low	124-110	124-110	0-000	0.0%	123-150
Close	124-110	124-130	0-020	0.1%	124-110
Range	0-070	0-030	-0-040	-57.1%	1-030
ATR	0-096	0-092	-0-005	-4.9%	0-000
Volume	565	103	-462	-81.8%	1,320

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-217	124-203	124-146
R3	124-187	124-173	124-138
R2	124-157	124-157	124-136
R1	124-143	124-143	124-133	124-150
PP	124-127	124-127	124-127	124-130
S1	124-113	124-113	124-127	124-120
S2	124-097	124-097	124-124
S3	124-067	124-083	124-122
S4	124-037	124-053	124-114

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	123-180	1-000	0.8%	0-060	0.2%	84%	False	False	260
10	124-180	122-210	1-290	1.5%	0-068	0.2%	92%	False	False	245
20	124-180	122-210	1-290	1.5%	0-045	0.1%	92%	False	False	129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-003
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-268
2.618	124-219
1.618	124-189
1.000	124-170
0.618	124-159
HIGH	124-140
0.618	124-129
0.500	124-125
0.382	124-121
LOW	124-110
0.618	124-091
1.000	124-080
1.618	124-061
2.618	124-031
4.250	123-302

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	124-128	124-135
PP	124-127	124-133
S1	124-125	124-132

Download as Excel Spreadsheet

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

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