ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	124-270	124-130	-0-140	-0.4%	124-100
High	124-270	124-230	-0-040	-0.1%	124-270
Low	124-110	124-130	0-020	0.1%	123-300
Close	124-150	124-150	0-000	0.0%	124-150
Range	0-160	0-100	-0-060	-37.5%	0-290
ATR	0-121	0-119	-0-001	-1.2%	0-000
Volume	1,415	2,111	696	49.2%	3,730

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-150	125-090	124-205
R3	125-050	124-310	124-178
R2	124-270	124-270	124-168
R1	124-210	124-210	124-159	124-240
PP	124-170	124-170	124-170	124-185
S1	124-110	124-110	124-141	124-140
S2	124-070	124-070	124-132
S3	123-290	124-010	124-122
S4	123-190	123-230	124-095

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%	0-128	0.3%	59%	False	False	1,152
10	124-270	123-170	1-100	1.1%	0-117	0.3%	71%	False	False	1,280
20	124-270	122-300	1-290	1.5%	0-102	0.3%	80%	False	False	1,554

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

Fibonacci Retracements and Extensions
4.250	126-015
2.618	125-172
1.618	125-072
1.000	125-010
0.618	124-292
HIGH	124-230
0.618	124-192
0.500	124-180
0.382	124-168
LOW	124-130
0.618	124-068
1.000	124-030
1.618	123-288
2.618	123-188
4.250	123-025

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	124-180	124-170
PP	124-170	124-163
S1	124-160	124-157

Download as Excel Spreadsheet

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

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