ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	126-235	127-030	0-115	0.3%	127-270
High	127-125	127-240	0-115	0.3%	128-020
Low	126-225	127-030	0-125	0.3%	126-115
Close	127-045	127-200	0-155	0.4%	126-165
Range	0-220	0-210	-0-010	-4.5%	1-225
ATR	0-182	0-184	0-002	1.1%	0-000
Volume	16,224	19,542	3,318	20.5%	519,880

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-147	129-063	127-316
R3	128-257	128-173	127-258
R2	128-047	128-047	127-238
R1	127-283	127-283	127-219	128-005
PP	127-157	127-157	127-157	127-178
S1	127-073	127-073	127-181	127-115
S2	126-267	126-267	127-162
S3	126-057	126-183	127-142
S4	125-167	125-293	127-084

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	127-240	126-060	1-180	1.2%	0-219	0.5%	92%	True	False	27,648
10	128-020	126-060	1-280	1.5%	0-185	0.5%	77%	False	False	229,525
20	128-020	126-035	1-305	1.5%	0-163	0.4%	78%	False	False	788,548
40	130-170	125-270	4-220	3.7%	0-209	0.5%	38%	False	False	1,129,636
60	130-170	123-160	7-010	5.5%	0-201	0.5%	59%	False	False	1,247,565
80	130-170	123-160	7-010	5.5%	0-185	0.5%	59%	False	False	1,188,287
100	130-170	123-130	7-040	5.6%	0-181	0.4%	59%	False	False	953,377
120	130-170	122-300	7-190	6.0%	0-168	0.4%	62%	False	False	794,740

Crabel Price Patterns
NR	True
NR4	True
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	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-172
2.618	129-150
1.618	128-260
1.000	128-130
0.618	128-050
HIGH	127-240
0.618	127-160
0.500	127-135
0.382	127-110
LOW	127-030
0.618	126-220
1.000	126-140
1.618	126-010
2.618	125-120
4.250	124-098

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	127-178	127-130
PP	127-157	127-060
S1	127-135	126-310

Download as Excel Spreadsheet

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

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