ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	125-180	125-290	0-110	0.3%	125-040
High	126-120	125-300	-0-140	-0.3%	126-120
Low	125-160	125-190	0-030	0.1%	124-280
Close	126-000	125-220	-0-100	-0.2%	126-000
Range	0-280	0-110	-0-170	-60.7%	1-160
ATR	0-160	0-158	-0-002	-1.3%	0-000
Volume	38,299	44,098	5,799	15.1%	102,136

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-247	126-183	125-280
R3	126-137	126-073	125-250
R2	126-027	126-027	125-240
R1	125-283	125-283	125-230	125-260
PP	125-237	125-237	125-237	125-225
S1	125-173	125-173	125-210	125-150
S2	125-127	125-127	125-200
S3	125-017	125-063	125-190
S4	124-227	124-273	125-160

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-080	129-200	126-264
R3	128-240	128-040	126-132
R2	127-080	127-080	126-088
R1	126-200	126-200	126-044	126-300
PP	125-240	125-240	125-240	125-290
S1	125-040	125-040	125-276	125-140
S2	124-080	124-080	125-232
S3	122-240	123-200	125-188
S4	121-080	122-040	125-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-120	124-280	1-160	1.2%	0-172	0.4%	54%	False	False	23,170
10	126-120	124-100	2-020	1.6%	0-166	0.4%	67%	False	False	19,331
20	126-120	123-130	2-310	2.4%	0-162	0.4%	77%	False	False	13,738
40	126-120	122-300	3-140	2.7%	0-132	0.3%	80%	False	False	7,646

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-128
2.618	126-268
1.618	126-158
1.000	126-090
0.618	126-048
HIGH	125-300
0.618	125-258
0.500	125-245
0.382	125-232
LOW	125-190
0.618	125-122
1.000	125-080
1.618	125-012
2.618	124-222
4.250	124-042

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	125-245	125-270
PP	125-237	125-253
S1	125-228	125-237

Download as Excel Spreadsheet

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

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