ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	123-240	123-240	0-000	0.0%	124-265
High	123-285	124-030	0-065	0.2%	125-025
Low	123-160	123-210	0-050	0.1%	123-200
Close	123-200	123-305	0-105	0.3%	123-240
Range	0-125	0-140	0-015	12.0%	1-145
ATR	0-167	0-165	-0-001	-0.7%	0-000
Volume	928,263	1,022,979	94,716	10.2%	4,537,705

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-068	125-007	124-062
R3	124-248	124-187	124-024
R2	124-108	124-108	124-011
R1	124-047	124-047	123-318	124-078
PP	123-288	123-288	123-288	123-304
S1	123-227	123-227	123-292	123-258
S2	123-148	123-148	123-279
S3	123-008	123-087	123-266
S4	122-188	122-267	123-228

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	124-205	123-160	1-045	0.9%	0-158	0.4%	40%	False	False	916,137
10	125-025	123-160	1-185	1.3%	0-172	0.4%	29%	False	False	1,115,892
20	125-025	122-225	2-120	1.9%	0-164	0.4%	53%	False	False	1,193,183
40	125-065	122-225	2-160	2.0%	0-168	0.4%	50%	False	False	1,258,395
60	125-065	122-225	2-160	2.0%	0-166	0.4%	50%	False	False	871,315
80	125-065	121-120	3-265	3.1%	0-150	0.4%	67%	False	False	653,632

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-305
2.618	125-077
1.618	124-257
1.000	124-170
0.618	124-117
HIGH	124-030
0.618	123-297
0.500	123-280
0.382	123-263
LOW	123-210
0.618	123-123
1.000	123-070
1.618	122-303
2.618	122-163
4.250	121-255

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	123-297	123-288
PP	123-288	123-272
S1	123-280	123-255

Download as Excel Spreadsheet

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

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