ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	124-090	124-040	-0-050	-0.1%	123-050
High	124-130	124-040	-0-090	-0.2%	124-210
Low	124-000	123-300	-0-020	-0.1%	123-050
Close	124-020	124-020	0-000	0.0%	124-130
Range	0-130	0-060	-0-070	-53.8%	1-160
ATR	0-112	0-108	-0-004	-3.3%	0-000
Volume	358	751	393	109.8%	8,163

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-193	124-167	124-053
R3	124-133	124-107	124-036
R2	124-073	124-073	124-031
R1	124-047	124-047	124-026	124-030
PP	124-013	124-013	124-013	124-005
S1	123-307	123-307	124-014	123-290
S2	123-273	123-273	124-009
S3	123-213	123-247	124-004
S4	123-153	123-187	123-307

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	123-300	0-230	0.6%	0-090	0.2%	17%	False	True	772
10	124-210	122-300	1-230	1.4%	0-118	0.3%	65%	False	False	1,919
20	124-210	122-210	2-000	1.6%	0-096	0.2%	70%	False	False	1,370

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-295
2.618	124-197
1.618	124-137
1.000	124-100
0.618	124-077
HIGH	124-040
0.618	124-017
0.500	124-010
0.382	124-003
LOW	123-300
0.618	123-263
1.000	123-240
1.618	123-203
2.618	123-143
4.250	123-045

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	124-017	124-055
PP	124-013	124-043
S1	124-010	124-032

Download as Excel Spreadsheet

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

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