ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	126-145	126-235	0-090	0.2%	127-270
High	126-295	127-125	0-150	0.4%	128-020
Low	126-060	126-225	0-165	0.4%	126-115
Close	126-255	127-045	0-110	0.3%	126-165
Range	0-235	0-220	-0-015	-6.4%	1-225
ATR	0-179	0-182	0-003	1.6%	0-000
Volume	19,376	16,224	-3,152	-16.3%	519,880

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-045	128-265	127-166
R3	128-145	128-045	127-106
R2	127-245	127-245	127-085
R1	127-145	127-145	127-065	127-195
PP	127-025	127-025	127-025	127-050
S1	126-245	126-245	127-025	126-295
S2	126-125	126-125	127-005
S3	125-225	126-025	126-304
S4	125-005	125-125	126-244

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	132-028	131-002	127-145
R3	130-123	129-097	126-315
R2	128-218	128-218	126-265
R1	127-192	127-192	126-215	127-092
PP	126-313	126-313	126-313	126-264
S1	125-287	125-287	126-115	125-188
S2	125-088	125-088	126-065
S3	123-183	124-062	126-015
S4	121-278	122-157	125-185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-125	126-060	1-065	0.9%	0-193	0.5%	79%	True	False	40,325
10	128-020	126-060	1-280	1.5%	0-179	0.4%	51%	False	False	501,649
20	128-020	126-020	2-000	1.6%	0-157	0.4%	54%	False	False	798,978
40	130-170	125-270	4-220	3.7%	0-210	0.5%	28%	False	False	1,182,956
60	130-170	123-160	7-010	5.5%	0-199	0.5%	52%	False	False	1,266,192
80	130-170	123-160	7-010	5.5%	0-184	0.5%	52%	False	False	1,188,594
100	130-170	123-130	7-040	5.6%	0-180	0.4%	52%	False	False	953,202
120	130-170	122-300	7-190	6.0%	0-166	0.4%	55%	False	False	794,584

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-100
2.618	129-061
1.618	128-161
1.000	128-025
0.618	127-261
HIGH	127-125
0.618	127-041
0.500	127-015
0.382	126-309
LOW	126-225
0.618	126-089
1.000	126-005
1.618	125-189
2.618	124-289
4.250	123-250

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	127-035	127-008
PP	127-025	126-290
S1	127-015	126-252

Download as Excel Spreadsheet

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

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