ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	123-270	123-210	-0-060	-0.2%	123-200
High	123-270	123-210	-0-060	-0.2%	124-180
Low	123-170	122-300	-0-190	-0.5%	123-150
Close	123-170	123-110	-0-060	-0.2%	124-110
Range	0-100	0-230	0-130	130.0%	1-030
ATR	0-099	0-109	0-009	9.4%	0-000
Volume	4,717	5,126	409	8.7%	1,320

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-150	125-040	123-236
R3	124-240	124-130	123-173
R2	124-010	124-010	123-152
R1	123-220	123-220	123-131	123-160
PP	123-100	123-100	123-100	123-070
S1	122-310	122-310	123-089	122-250
S2	122-190	122-190	123-068
S3	121-280	122-080	123-047
S4	121-050	121-170	122-304

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	122-300	1-200	1.3%	0-098	0.2%	25%	False	True	3,264
10	124-180	122-300	1-200	1.3%	0-074	0.2%	25%	False	True	1,797
20	124-180	122-210	1-290	1.5%	0-064	0.2%	36%	False	False	911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	126-228
2.618	125-172
1.618	124-262
1.000	124-120
0.618	124-032
HIGH	123-210
0.618	123-122
0.500	123-095
0.382	123-068
LOW	122-300
0.618	122-158
1.000	122-070
1.618	121-248
2.618	121-018
4.250	119-282

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	123-105	123-185
PP	123-100	123-160
S1	123-095	123-135

Download as Excel Spreadsheet

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

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