ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	124-150	124-220	0-070	0.2%	124-180
High	124-250	124-240	-0-010	0.0%	124-220
Low	124-130	124-100	-0-030	-0.1%	123-130
Close	124-190	124-200	0-010	0.0%	124-150
Range	0-120	0-140	0-020	16.7%	1-090
ATR	0-145	0-144	0-000	-0.2%	0-000
Volume	12,026	7,196	-4,830	-40.2%	47,495

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-280	125-220	124-277
R3	125-140	125-080	124-238
R2	125-000	125-000	124-226
R1	124-260	124-260	124-213	124-220
PP	124-180	124-180	124-180	124-160
S1	124-120	124-120	124-187	124-080
S2	124-040	124-040	124-174
S3	123-220	123-300	124-162
S4	123-080	123-160	124-123

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%	0-212	0.5%	89%	False	False	11,500
10	124-250	123-130	1-120	1.1%	0-161	0.4%	89%	False	False	8,624
20	124-270	123-130	1-140	1.2%	0-138	0.3%	85%	False	False	4,988
40	124-270	122-210	2-060	1.8%	0-108	0.3%	90%	False	False	3,021

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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-195
2.618	125-287
1.618	125-147
1.000	125-060
0.618	125-007
HIGH	124-240
0.618	124-187
0.500	124-170
0.382	124-153
LOW	124-100
0.618	124-013
1.000	123-280
1.618	123-193
2.618	123-053
4.250	122-145

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	124-190	124-153
PP	124-180	124-107
S1	124-170	124-060

Download as Excel Spreadsheet

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

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