ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	123-230	124-150	0-240	0.6%	124-180
High	124-190	124-250	0-060	0.2%	124-220
Low	123-190	124-130	0-260	0.7%	123-130
Close	124-150	124-190	0-040	0.1%	124-150
Range	1-000	0-120	-0-200	-62.5%	1-090
ATR	0-146	0-145	-0-002	-1.3%	0-000
Volume	17,066	12,026	-5,040	-29.5%	47,495

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-230	125-170	124-256
R3	125-110	125-050	124-223
R2	124-310	124-310	124-212
R1	124-250	124-250	124-201	124-280
PP	124-190	124-190	124-190	124-205
S1	124-130	124-130	124-179	124-160
S2	124-070	124-070	124-168
S3	123-270	124-010	124-157
S4	123-150	123-210	124-124

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-010	127-170	125-056
R3	126-240	126-080	124-263
R2	125-150	125-150	124-225
R1	124-310	124-310	124-188	124-185
PP	124-060	124-060	124-060	123-318
S1	123-220	123-220	124-112	123-095
S2	122-290	122-290	124-075
S3	121-200	122-130	124-037
S4	120-110	121-040	123-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-250	123-130	1-120	1.1%	0-208	0.5%	86%	True	False	10,736
10	124-250	123-130	1-120	1.1%	0-159	0.4%	86%	True	False	8,144
20	124-270	123-130	1-140	1.2%	0-138	0.3%	83%	False	False	4,712
40	124-270	122-210	2-060	1.8%	0-104	0.3%	89%	False	False	2,842

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-120
2.618	125-244
1.618	125-124
1.000	125-050
0.618	125-004
HIGH	124-250
0.618	124-204
0.500	124-190
0.382	124-176
LOW	124-130
0.618	124-056
1.000	124-010
1.618	123-256
2.618	123-136
4.250	122-260

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	124-190	124-137
PP	124-190	124-083
S1	124-190	124-030

Download as Excel Spreadsheet

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

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