ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	125-200	125-125	-0-075	-0.2%	124-160
High	125-230	125-130	-0-100	-0.2%	125-230
Low	125-085	124-260	-0-145	-0.4%	124-125
Close	125-100	125-045	-0-055	-0.1%	125-045
Range	0-145	0-190	0-045	31.0%	1-105
ATR	0-161	0-163	0-002	1.3%	0-000
Volume	1,771,636	1,779,714	8,078	0.5%	8,086,429

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-288	126-197	125-150
R3	126-098	126-007	125-097
R2	125-228	125-228	125-080
R1	125-137	125-137	125-062	125-088
PP	125-038	125-038	125-038	125-014
S1	124-267	124-267	125-028	124-218
S2	124-168	124-168	125-010
S3	123-298	124-077	124-313
S4	123-108	123-207	124-260

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-022	128-138	125-279
R3	127-237	127-033	125-162
R2	126-132	126-132	125-123
R1	125-248	125-248	125-084	126-030
PP	125-027	125-027	125-027	125-078
S1	124-143	124-143	125-006	124-245
S2	123-242	123-242	124-287
S3	122-137	123-038	124-248
S4	121-032	121-253	124-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-230	124-125	1-105	1.1%	0-183	0.5%	56%	False	False	1,617,285
10	125-230	124-010	1-220	1.3%	0-162	0.4%	66%	False	False	1,418,497
20	125-230	123-160	2-070	1.8%	0-154	0.4%	74%	False	False	1,346,901
40	126-120	123-160	2-280	2.3%	0-154	0.4%	57%	False	False	967,855
60	126-120	123-130	2-310	2.4%	0-149	0.4%	58%	False	False	647,139
80	126-120	122-210	3-230	3.0%	0-135	0.3%	67%	False	False	485,659

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-298
2.618	126-307
1.618	126-117
1.000	126-000
0.618	125-247
HIGH	125-130
0.618	125-057
0.500	125-035
0.382	125-013
LOW	124-260
0.618	124-143
1.000	124-070
1.618	123-273
2.618	123-083
4.250	122-092

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	125-042	125-065
PP	125-038	125-058
S1	125-035	125-052

Download as Excel Spreadsheet

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

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