ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	124-100	124-090	-0-010	0.0%	123-050
High	124-100	124-130	0-030	0.1%	124-210
Low	124-040	124-000	-0-040	-0.1%	123-050
Close	124-050	124-020	-0-030	-0.1%	124-130
Range	0-060	0-130	0-070	116.7%	1-160
ATR	0-110	0-112	0-001	1.3%	0-000
Volume	77	358	281	364.9%	8,163

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-120	125-040	124-092
R3	124-310	124-230	124-056
R2	124-180	124-180	124-044
R1	124-100	124-100	124-032	124-075
PP	124-050	124-050	124-050	124-038
S1	123-290	123-290	124-008	123-265
S2	123-240	123-240	123-316
S3	123-110	123-160	123-304
S4	122-300	123-030	123-268

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	123-230	0-300	0.8%	0-106	0.3%	37%	False	False	1,145
10	124-210	122-300	1-230	1.4%	0-118	0.3%	65%	False	False	2,425
20	124-210	122-210	2-000	1.6%	0-093	0.2%	70%	False	False	1,335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-042
2.618	125-150
1.618	125-020
1.000	124-260
0.618	124-210
HIGH	124-130
0.618	124-080
0.500	124-065
0.382	124-050
LOW	124-000
0.618	123-240
1.000	123-190
1.618	123-110
2.618	122-300
4.250	122-088

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	124-065	124-075
PP	124-050	124-057
S1	124-035	124-038

Download as Excel Spreadsheet

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

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