ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	124-130	124-100	-0-030	-0.1%	123-050
High	124-150	124-100	-0-050	-0.1%	124-210
Low	124-130	124-040	-0-090	-0.2%	123-050
Close	124-130	124-050	-0-080	-0.2%	124-130
Range	0-020	0-060	0-040	200.0%	1-160
ATR	0-112	0-110	-0-002	-1.4%	0-000
Volume	2,004	77	-1,927	-96.2%	8,163

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-243	124-207	124-083
R3	124-183	124-147	124-066
R2	124-123	124-123	124-061
R1	124-087	124-087	124-056	124-075
PP	124-063	124-063	124-063	124-058
S1	124-027	124-027	124-044	124-015
S2	124-003	124-003	124-039
S3	123-263	123-287	124-034
S4	123-203	123-227	124-017

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-183	127-317	125-074
R3	127-023	126-157	124-262
R2	125-183	125-183	124-218
R1	124-317	124-317	124-174	125-090
PP	124-023	124-023	124-023	124-070
S1	123-157	123-157	124-086	123-250
S2	122-183	122-183	124-042
S3	121-023	121-317	123-318
S4	119-183	120-157	123-186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-210	123-170	1-040	0.9%	0-106	0.3%	56%	False	False	1,407
10	124-210	122-300	1-230	1.4%	0-108	0.3%	71%	False	False	2,399
20	124-210	122-210	2-000	1.6%	0-088	0.2%	75%	False	False	1,318

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	125-035
2.618	124-257
1.618	124-197
1.000	124-160
0.618	124-137
HIGH	124-100
0.618	124-077
0.500	124-070
0.382	124-063
LOW	124-040
0.618	124-003
1.000	123-300
1.618	123-263
2.618	123-203
4.250	123-105

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	124-070	124-120
PP	124-063	124-097
S1	124-057	124-073

Download as Excel Spreadsheet

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

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