ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	124-130	124-160	0-030	0.1%	124-100
High	124-230	124-220	-0-010	0.0%	124-270
Low	124-130	124-100	-0-030	-0.1%	123-300
Close	124-150	124-210	0-060	0.2%	124-150
Range	0-100	0-120	0-020	20.0%	0-290
ATR	0-119	0-119	0-000	0.1%	0-000
Volume	2,111	2,400	289	13.7%	3,730

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-217	125-173	124-276
R3	125-097	125-053	124-243
R2	124-297	124-297	124-232
R1	124-253	124-253	124-221	124-275
PP	124-177	124-177	124-177	124-188
S1	124-133	124-133	124-199	124-155
S2	124-057	124-057	124-188
S3	123-257	124-013	124-177
S4	123-137	123-213	124-144

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%	0-126	0.3%	79%	False	False	1,561
10	124-270	123-230	1-040	0.9%	0-116	0.3%	83%	False	False	1,353
20	124-270	122-300	1-290	1.5%	0-106	0.3%	90%	False	False	1,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-090
2.618	125-214
1.618	125-094
1.000	125-020
0.618	124-294
HIGH	124-220
0.618	124-174
0.500	124-160
0.382	124-146
LOW	124-100
0.618	124-026
1.000	123-300
1.618	123-226
2.618	123-106
4.250	122-230

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	124-193	124-202
PP	124-177	124-193
S1	124-160	124-185

Download as Excel Spreadsheet

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

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