ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	125-210	125-190	-0-020	0.0%	125-040
High	125-310	125-200	-0-110	-0.3%	126-120
Low	125-170	125-050	-0-120	-0.3%	124-280
Close	125-180	125-080	-0-100	-0.2%	126-000
Range	0-140	0-150	0-010	7.1%	1-160
ATR	0-157	0-156	0-000	-0.3%	0-000
Volume	22,102	51,919	29,817	134.9%	102,136

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-240	126-150	125-162
R3	126-090	126-000	125-121
R2	125-260	125-260	125-108
R1	125-170	125-170	125-094	125-140
PP	125-110	125-110	125-110	125-095
S1	125-020	125-020	125-066	124-310
S2	124-280	124-280	125-052
S3	124-130	124-190	125-039
S4	123-300	124-040	124-318

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	125-050	1-070	1.0%	0-164	0.4%	8%	False	True	33,807
10	126-120	124-220	1-220	1.3%	0-166	0.4%	33%	False	False	24,866
20	126-120	123-130	2-310	2.4%	0-168	0.4%	62%	False	False	16,984
40	126-120	122-300	3-140	2.7%	0-137	0.3%	67%	False	False	9,493

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	0-033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-198
2.618	126-273
1.618	126-123
1.000	126-030
0.618	125-293
HIGH	125-200
0.618	125-143
0.500	125-125
0.382	125-107
LOW	125-050
0.618	124-277
1.000	124-220
1.618	124-127
2.618	123-297
4.250	123-052

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	125-125	125-180
PP	125-110	125-147
S1	125-095	125-113

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols