ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	124-110	124-070	-0-040	-0.1%	123-200
High	124-140	124-070	-0-070	-0.2%	124-180
Low	124-110	124-010	-0-100	-0.3%	123-150
Close	124-130	124-020	-0-110	-0.3%	124-110
Range	0-030	0-060	0-030	100.0%	1-030
ATR	0-092	0-094	0-002	2.2%	0-000
Volume	103	5,810	5,707	5,540.8%	1,320

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-213	124-177	124-053
R3	124-153	124-117	124-036
R2	124-093	124-093	124-031
R1	124-057	124-057	124-026	124-045
PP	124-033	124-033	124-033	124-028
S1	123-317	123-317	124-014	123-305
S2	123-293	123-293	124-009
S3	123-233	123-257	124-004
S4	123-173	123-197	123-307

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	124-000	0-180	0.5%	0-060	0.2%	11%	False	False	1,422
10	124-180	122-210	1-290	1.5%	0-074	0.2%	74%	False	False	820
20	124-180	122-210	1-290	1.5%	0-048	0.1%	74%	False	False	419

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	125-005
2.618	124-227
1.618	124-167
1.000	124-130
0.618	124-107
HIGH	124-070
0.618	124-047
0.500	124-040
0.382	124-033
LOW	124-010
0.618	123-293
1.000	123-270
1.618	123-233
2.618	123-173
4.250	123-075

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	124-040	124-095
PP	124-033	124-070
S1	124-027	124-045

Download as Excel Spreadsheet

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

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