ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	124-160	124-200	0-040	0.1%	124-100
High	124-220	124-250	0-030	0.1%	124-270
Low	124-100	124-190	0-090	0.2%	123-300
Close	124-210	124-220	0-010	0.0%	124-150
Range	0-120	0-060	-0-060	-50.0%	0-290
ATR	0-119	0-115	-0-004	-3.5%	0-000
Volume	2,400	6,688	4,288	178.7%	3,730

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-050	124-253
R3	125-020	124-310	124-236
R2	124-280	124-280	124-231
R1	124-250	124-250	124-226	124-265
PP	124-220	124-220	124-220	124-228
S1	124-190	124-190	124-214	124-205
S2	124-160	124-160	124-209
S3	124-100	124-130	124-204
S4	124-040	124-070	124-187

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	124-070	0-200	0.5%	0-126	0.3%	75%	False	False	2,748
10	124-270	123-300	0-290	0.7%	0-108	0.3%	83%	False	False	1,760
20	124-270	122-300	1-290	1.5%	0-106	0.3%	92%	False	False	2,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-185
2.618	125-087
1.618	125-027
1.000	124-310
0.618	124-287
HIGH	124-250
0.618	124-227
0.500	124-220
0.382	124-213
LOW	124-190
0.618	124-153
1.000	124-130
1.618	124-093
2.618	124-033
4.250	123-255

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	124-220	124-205
PP	124-220	124-190
S1	124-220	124-175

Download as Excel Spreadsheet

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

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