ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	124-200	124-220	0-020	0.1%	124-100
High	124-250	124-230	-0-020	-0.1%	124-270
Low	124-190	124-070	-0-120	-0.3%	123-300
Close	124-220	124-090	-0-130	-0.3%	124-150
Range	0-060	0-160	0-100	166.7%	0-290
ATR	0-115	0-118	0-003	2.8%	0-000
Volume	6,688	4,267	-2,421	-36.2%	3,730

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-290	125-190	124-178
R3	125-130	125-030	124-134
R2	124-290	124-290	124-119
R1	124-190	124-190	124-105	124-160
PP	124-130	124-130	124-130	124-115
S1	124-030	124-030	124-075	124-000
S2	123-290	123-290	124-061
S3	123-130	123-190	124-046
S4	122-290	123-030	124-002

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%	0-120	0.3%	10%	False	True	3,376
10	124-270	123-300	0-290	0.7%	0-106	0.3%	38%	False	False	2,120
20	124-270	122-300	1-290	1.5%	0-110	0.3%	70%	False	False	2,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-270
2.618	126-009
1.618	125-169
1.000	125-070
0.618	125-009
HIGH	124-230
0.618	124-169
0.500	124-150
0.382	124-131
LOW	124-070
0.618	123-291
1.000	123-230
1.618	123-131
2.618	122-291
4.250	122-030

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	124-150	124-160
PP	124-130	124-137
S1	124-110	124-113

Download as Excel Spreadsheet

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

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