ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	124-220	124-180	-0-040	-0.1%	124-180
High	124-240	125-000	0-080	0.2%	124-220
Low	124-100	124-170	0-070	0.2%	123-130
Close	124-200	124-240	0-040	0.1%	124-150
Range	0-140	0-150	0-010	7.1%	1-090
ATR	0-144	0-145	0-000	0.3%	0-000
Volume	7,196	11,475	4,279	59.5%	47,495

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-053	125-297	125-002
R3	125-223	125-147	124-281
R2	125-073	125-073	124-268
R1	124-317	124-317	124-254	125-035
PP	124-243	124-243	124-243	124-262
S1	124-167	124-167	124-226	124-205
S2	124-093	124-093	124-212
S3	123-263	124-017	124-199
S4	123-113	123-187	124-158

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	125-000	123-130	1-190	1.3%	0-178	0.4%	84%	True	False	12,341
10	125-000	123-130	1-190	1.3%	0-170	0.4%	84%	True	False	9,102
20	125-000	123-130	1-190	1.3%	0-139	0.3%	84%	True	False	5,431
40	125-000	122-210	2-110	1.9%	0-112	0.3%	89%	True	False	3,308

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 3 trading days

Fibonacci Retracements and Extensions
4.250	126-318
2.618	126-073
1.618	125-243
1.000	125-150
0.618	125-093
HIGH	125-000
0.618	124-263
0.500	124-245
0.382	124-227
LOW	124-170
0.618	124-077
1.000	124-020
1.618	123-247
2.618	123-097
4.250	122-172

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	124-245	124-230
PP	124-243	124-220
S1	124-242	124-210

Download as Excel Spreadsheet

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

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