ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	123-230	123-240	0-010	0.0%	124-265
High	123-305	123-285	-0-020	-0.1%	125-025
Low	123-185	123-160	-0-025	-0.1%	123-200
Close	123-235	123-200	-0-035	-0.1%	123-240
Range	0-120	0-125	0-005	4.2%	1-145
ATR	0-170	0-167	-0-003	-1.9%	0-000
Volume	433,570	928,263	494,693	114.1%	4,537,705

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-270	124-200	123-269
R3	124-145	124-075	123-234
R2	124-020	124-020	123-223
R1	123-270	123-270	123-211	123-242
PP	123-215	123-215	123-215	123-201
S1	123-145	123-145	123-189	123-118
S2	123-090	123-090	123-177
S3	122-285	123-020	123-166
S4	122-160	122-215	123-131

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-163	127-187	124-176
R3	127-018	126-042	124-048
R2	125-193	125-193	124-005
R1	124-217	124-217	123-283	124-132
PP	124-048	124-048	124-048	124-006
S1	123-072	123-072	123-197	122-308
S2	122-223	122-223	123-155
S3	121-078	121-247	123-112
S4	119-253	120-102	122-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-280	123-160	1-120	1.1%	0-163	0.4%	9%	False	True	988,154
10	125-025	123-160	1-185	1.3%	0-171	0.4%	8%	False	True	1,135,523
20	125-025	122-225	2-120	1.9%	0-161	0.4%	39%	False	False	1,194,565
40	125-065	122-225	2-160	2.0%	0-168	0.4%	37%	False	False	1,263,863
60	125-065	122-225	2-160	2.0%	0-166	0.4%	37%	False	False	854,288
80	125-065	121-120	3-265	3.1%	0-148	0.4%	59%	False	False	640,845

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	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-176
2.618	124-292
1.618	124-167
1.000	124-090
0.618	124-042
HIGH	123-285
0.618	123-237
0.500	123-222
0.382	123-208
LOW	123-160
0.618	123-083
1.000	123-035
1.618	122-278
2.618	122-153
4.250	121-269

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	123-222	124-008
PP	123-215	123-285
S1	123-208	123-242

Download as Excel Spreadsheet

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

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