ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	125-080	125-040	-0-040	-0.1%	124-150
High	125-270	125-100	-0-170	-0.4%	125-270
Low	125-050	125-010	-0-040	-0.1%	124-100
Close	125-080	125-070	-0-010	0.0%	125-080
Range	0-220	0-090	-0-130	-59.1%	1-170
ATR	0-154	0-149	-0-005	-3.0%	0-000
Volume	22,213	30,383	8,170	36.8%	59,106

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-010	125-290	125-120
R3	125-240	125-200	125-095
R2	125-150	125-150	125-086
R1	125-110	125-110	125-078	125-130
PP	125-060	125-060	125-060	125-070
S1	125-020	125-020	125-062	125-040
S2	124-290	124-290	125-054
S3	124-200	124-250	125-045
S4	124-110	124-160	125-020

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-233	129-007	126-030
R3	128-063	127-157	125-215
R2	126-213	126-213	125-170
R1	125-307	125-307	125-125	126-100
PP	125-043	125-043	125-043	125-100
S1	124-137	124-137	125-035	124-250
S2	123-193	123-193	124-310
S3	122-023	122-287	124-265
S4	120-173	121-117	124-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-270	124-100	1-170	1.2%	0-160	0.4%	59%	False	False	15,492
10	125-270	123-130	2-140	1.9%	0-184	0.5%	74%	False	False	13,114
20	125-270	123-130	2-140	1.9%	0-152	0.4%	74%	False	False	8,233
40	125-270	122-210	3-060	2.5%	0-120	0.3%	80%	False	False	4,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-026
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	126-162
2.618	126-016
1.618	125-246
1.000	125-190
0.618	125-156
HIGH	125-100
0.618	125-066
0.500	125-055
0.382	125-044
LOW	125-010
0.618	124-274
1.000	124-240
1.618	124-184
2.618	124-094
4.250	123-268

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	125-065	125-085
PP	125-060	125-080
S1	125-055	125-075

Download as Excel Spreadsheet

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

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