ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	119-252	119-200	-0-052	-0.1%	120-140
High	119-260	119-250	-0-010	0.0%	120-142
Low	119-202	119-175	-0-027	-0.1%	119-272
Close	119-210	119-232	0-022	0.1%	119-295
Range	0-058	0-075	0-017	29.3%	0-190
ATR	0-088	0-087	-0-001	-1.0%	0-000
Volume	11,905	10,768	-1,137	-9.6%	284,582

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-124	120-093	119-273
R3	120-049	120-018	119-253
R2	119-294	119-294	119-246
R1	119-263	119-263	119-239	119-278
PP	119-219	119-219	119-219	119-227
S1	119-188	119-188	119-225	119-204
S2	119-144	119-144	119-218
S3	119-069	119-113	119-211
S4	118-314	119-038	119-191

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	119-175	0-225	0.6%	0-082	0.2%	25%	False	True	14,758
10	120-250	119-175	1-075	1.0%	0-084	0.2%	14%	False	True	145,039
20	120-250	119-175	1-075	1.0%	0-086	0.2%	14%	False	True	508,585
40	120-250	118-295	1-275	1.6%	0-088	0.2%	43%	False	False	579,419
60	120-250	118-150	2-100	1.9%	0-095	0.2%	54%	False	False	636,070
80	120-250	118-150	2-100	1.9%	0-097	0.3%	54%	False	False	628,888
100	120-250	118-130	2-120	2.0%	0-090	0.2%	56%	False	False	504,332

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	0-021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-249
2.618	120-126
1.618	120-051
1.000	120-005
0.618	119-296
HIGH	119-250
0.618	119-221
0.500	119-212
0.382	119-204
LOW	119-175
0.618	119-129
1.000	119-100
1.618	119-054
2.618	118-299
4.250	118-176

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	119-226	119-232
PP	119-219	119-232
S1	119-212	119-232

Download as Excel Spreadsheet

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

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