ECBOT 10 Year T-Note Future December 2014

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

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	124-065	123-255	-0-130	-0.3%	125-020
High	124-200	123-305	-0-215	-0.5%	125-120
Low	123-260	123-180	-0-080	-0.2%	123-305
Close	124-015	123-235	-0-100	-0.3%	123-315
Range	0-260	0-125	-0-135	-51.9%	1-135
ATR	0-153	0-153	0-000	0.1%	0-000
Volume	1,661,310	1,346,766	-314,544	-18.9%	6,574,058

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-295	124-230	123-304
R3	124-170	124-105	123-269
R2	124-045	124-045	123-258
R1	123-300	123-300	123-246	123-270
PP	123-240	123-240	123-240	123-225
S1	123-175	123-175	123-224	123-145
S2	123-115	123-115	123-212
S3	122-310	123-050	123-201
S4	122-185	122-245	123-166

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-225	127-245	124-245
R3	127-090	126-110	124-120
R2	125-275	125-275	124-078
R1	124-295	124-295	124-037	124-218
PP	124-140	124-140	124-140	124-101
S1	123-160	123-160	123-273	123-082
S2	123-005	123-005	123-232
S3	121-190	122-025	123-190
S4	120-055	120-210	123-065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-200	123-180	1-020	0.9%	0-151	0.4%	16%	False	True	1,323,401
10	125-215	123-180	2-035	1.7%	0-154	0.4%	8%	False	True	1,328,043
20	125-305	123-180	2-125	1.9%	0-144	0.4%	7%	False	True	1,157,155
40	126-120	123-130	2-310	2.4%	0-156	0.4%	11%	False	False	587,070
60	126-120	122-300	3-140	2.8%	0-139	0.4%	23%	False	False	392,047

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-196
2.618	124-312
1.618	124-187
1.000	124-110
0.618	124-062
HIGH	123-305
0.618	123-257
0.500	123-242
0.382	123-228
LOW	123-180
0.618	123-103
1.000	123-055
1.618	122-298
2.618	122-173
4.250	121-289

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	123-242	124-030
PP	123-240	123-312
S1	123-238	123-273

Download as Excel Spreadsheet

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

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