ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	124-080	124-100	0-020	0.1%	124-220
High	124-080	124-100	0-020	0.1%	124-220
Low	124-080	124-090	0-010	0.0%	124-080
Close	124-080	124-100	0-020	0.1%	124-080
Range	0-000	0-010	0-010		0-140
ATR	0-068	0-065	-0-003	-5.0%	0-000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-127	124-123	124-106
R3	124-117	124-113	124-103
R2	124-107	124-107	124-102
R1	124-103	124-103	124-101	124-105
PP	124-097	124-097	124-097	124-098
S1	124-093	124-093	124-099	124-095
S2	124-087	124-087	124-098
S3	124-077	124-083	124-097
S4	124-067	124-073	124-094

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-227	125-133	124-157
R3	125-087	124-313	124-118
R2	124-267	124-267	124-106
R1	124-173	124-173	124-093	124-150
PP	124-127	124-127	124-127	124-115
S1	124-033	124-033	124-067	124-010
S2	123-307	123-307	124-054
S3	123-167	123-213	124-042
S4	123-027	123-073	124-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-170	124-080	0-090	0.2%	0-002	0.0%	22%	False	False	1
10	124-310	124-030	0-280	0.7%	0-001	0.0%	25%	False	False	1
20	124-310	122-240	2-070	1.8%	0-000	0.0%	70%	False	False	1
40	124-310	122-110	2-200	2.1%	0-006	0.0%	75%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	124-142
2.618	124-126
1.618	124-116
1.000	124-110
0.618	124-106
HIGH	124-100
0.618	124-096
0.500	124-095
0.382	124-094
LOW	124-090
0.618	124-084
1.000	124-080
1.618	124-074
2.618	124-064
4.250	124-048

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	124-098	124-098
PP	124-097	124-097
S1	124-095	124-095

Download as Excel Spreadsheet

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

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