ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	124-070	124-270	0-200	0.5%	124-100
High	124-260	124-270	0-010	0.0%	124-270
Low	124-070	124-110	0-040	0.1%	123-300
Close	124-170	124-150	-0-020	-0.1%	124-150
Range	0-190	0-160	-0-030	-15.8%	0-290
ATR	0-118	0-121	0-003	2.6%	0-000
Volume	1,129	1,415	286	25.3%	3,730

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-017	125-243	124-238
R3	125-177	125-083	124-194
R2	125-017	125-017	124-179
R1	124-243	124-243	124-165	124-210
PP	124-177	124-177	124-177	124-160
S1	124-083	124-083	124-135	124-050
S2	124-017	124-017	124-121
S3	123-177	123-243	124-106
S4	123-017	123-083	124-062

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-227	124-310
R3	126-073	125-257	124-230
R2	125-103	125-103	124-203
R1	124-287	124-287	124-177	125-035
PP	124-133	124-133	124-133	124-168
S1	123-317	123-317	124-123	124-065
S2	123-163	123-163	124-097
S3	122-193	123-027	124-070
S4	121-223	122-057	123-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	123-300	0-290	0.7%	0-120	0.3%	59%	True	False	746
10	124-270	123-050	1-220	1.4%	0-120	0.3%	78%	True	False	1,189
20	124-270	122-300	1-290	1.5%	0-097	0.2%	80%	True	False	1,493

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	True
Stretch	0-007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-310
2.618	126-049
1.618	125-209
1.000	125-110
0.618	125-049
HIGH	124-270
0.618	124-209
0.500	124-190
0.382	124-171
LOW	124-110
0.618	124-011
1.000	123-270
1.618	123-171
2.618	123-011
4.250	122-070

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	124-190	124-142
PP	124-177	124-133
S1	124-163	124-125

Download as Excel Spreadsheet

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

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