ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	124-040	124-070	0-030	0.1%	123-050
High	124-040	124-260	0-220	0.6%	124-210
Low	123-300	124-070	0-090	0.2%	123-050
Close	124-020	124-170	0-150	0.4%	124-130
Range	0-060	0-190	0-130	216.7%	1-160
ATR	0-108	0-118	0-009	8.7%	0-000
Volume	751	1,129	378	50.3%	8,163

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-097	126-003	124-274
R3	125-227	125-133	124-222
R2	125-037	125-037	124-205
R1	124-263	124-263	124-187	124-310
PP	124-167	124-167	124-167	124-190
S1	124-073	124-073	124-153	124-120
S2	123-297	123-297	124-135
S3	123-107	123-203	124-118
S4	122-237	123-013	124-066

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	124-260	123-300	0-280	0.7%	0-092	0.2%	68%	True	False	863
10	124-260	122-300	1-280	1.5%	0-127	0.3%	85%	True	False	1,560
20	124-260	122-300	1-280	1.5%	0-093	0.2%	85%	True	False	1,422

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	0-007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	127-108
2.618	126-117
1.618	125-247
1.000	125-130
0.618	125-057
HIGH	124-260
0.618	124-187
0.500	124-165
0.382	124-143
LOW	124-070
0.618	123-273
1.000	123-200
1.618	123-083
2.618	122-213
4.250	121-222

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	124-168	124-153
PP	124-167	124-137
S1	124-165	124-120

Download as Excel Spreadsheet

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

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