ECBOT 5 Year T-Note Future June 2014

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

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	119-290	119-252	-0-038	-0.1%	120-140
High	119-290	119-260	-0-030	-0.1%	120-142
Low	119-227	119-202	-0-025	-0.1%	119-272
Close	119-245	119-210	-0-035	-0.1%	119-295
Range	0-063	0-058	-0-005	-7.9%	0-190
ATR	0-090	0-088	-0-002	-2.5%	0-000
Volume	17,322	11,905	-5,417	-31.3%	284,582

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-078	120-042	119-242
R3	120-020	119-304	119-226
R2	119-282	119-282	119-221
R1	119-246	119-246	119-215	119-235
PP	119-224	119-224	119-224	119-218
S1	119-188	119-188	119-205	119-177
S2	119-166	119-166	119-199
S3	119-108	119-130	119-194
S4	119-050	119-072	119-178

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-273	121-154	120-080
R3	121-083	120-284	120-027
R2	120-213	120-213	120-010
R1	120-094	120-094	119-312	120-058
PP	120-023	120-023	120-023	120-005
S1	119-224	119-224	119-278	119-188
S2	119-153	119-153	119-260
S3	118-283	119-034	119-243
S4	118-093	118-164	119-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-080	119-202	0-198	0.5%	0-081	0.2%	4%	False	True	19,328
10	120-250	119-202	1-048	1.0%	0-087	0.2%	2%	False	True	307,302
20	120-250	119-180	1-070	1.0%	0-088	0.2%	8%	False	False	534,292
40	120-250	118-295	1-275	1.6%	0-090	0.2%	39%	False	False	593,386
60	120-250	118-150	2-100	1.9%	0-095	0.2%	51%	False	False	644,478
80	120-250	118-150	2-100	1.9%	0-097	0.3%	51%	False	False	629,020
100	120-250	118-130	2-120	2.0%	0-089	0.2%	53%	False	False	504,236

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-186
2.618	120-092
1.618	120-034
1.000	119-318
0.618	119-296
HIGH	119-260
0.618	119-238
0.500	119-231
0.382	119-224
LOW	119-202
0.618	119-166
1.000	119-144
1.618	119-108
2.618	119-050
4.250	118-276

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	119-231	119-301
PP	119-224	119-271
S1	119-217	119-240

Download as Excel Spreadsheet

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

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