ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	123-240	123-265	0-025	0.1%	124-265
High	124-030	124-020	-0-010	0.0%	125-025
Low	123-210	123-190	-0-020	-0.1%	123-200
Close	123-305	123-295	-0-010	0.0%	123-240
Range	0-140	0-150	0-010	7.1%	1-145
ATR	0-165	0-164	-0-001	-0.7%	0-000
Volume	1,022,979	1,400,257	377,278	36.9%	4,537,705

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-085	125-020	124-058
R3	124-255	124-190	124-016
R2	124-105	124-105	124-002
R1	124-040	124-040	123-309	124-072
PP	123-275	123-275	123-275	123-291
S1	123-210	123-210	123-281	123-242
S2	123-125	123-125	123-268
S3	122-295	123-060	123-254
S4	122-145	122-230	123-212

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	124-175	123-160	1-015	0.8%	0-166	0.4%	40%	False	False	985,214
10	125-025	123-160	1-185	1.3%	0-170	0.4%	27%	False	False	1,129,957
20	125-025	122-225	2-120	1.9%	0-161	0.4%	51%	False	False	1,202,464
40	125-065	122-225	2-160	2.0%	0-168	0.4%	49%	False	False	1,251,252
60	125-065	122-225	2-160	2.0%	0-167	0.4%	49%	False	False	894,573
80	125-065	121-120	3-265	3.1%	0-151	0.4%	67%	False	False	671,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	126-018
2.618	125-093
1.618	124-263
1.000	124-170
0.618	124-113
HIGH	124-020
0.618	123-283
0.500	123-265
0.382	123-247
LOW	123-190
0.618	123-097
1.000	123-040
1.618	122-267
2.618	122-117
4.250	121-192

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	123-285	123-282
PP	123-275	123-268
S1	123-265	123-255

Download as Excel Spreadsheet

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

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