ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	126-045	125-240	-0-125	-0.3%	125-240
High	126-065	125-265	-0-120	-0.3%	126-245
Low	125-205	125-060	-0-145	-0.4%	125-195
Close	125-230	125-085	-0-145	-0.4%	126-105
Range	0-180	0-205	0-025	13.9%	1-050
ATR	0-155	0-159	0-004	2.3%	0-000
Volume	196,147	111,428	-84,719	-43.2%	6,936,933

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-112	126-303	125-198
R3	126-227	126-098	125-141
R2	126-022	126-022	125-123
R1	125-213	125-213	125-104	125-175
PP	125-137	125-137	125-137	125-118
S1	125-008	125-008	125-066	124-290
S2	124-252	124-252	125-047
S3	124-047	124-123	125-029
S4	123-162	123-238	124-292

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-225	129-055	126-308
R3	128-175	128-005	126-207
R2	127-125	127-125	126-173
R1	126-275	126-275	126-139	127-040
PP	126-075	126-075	126-075	126-118
S1	125-225	125-225	126-071	125-310
S2	125-025	125-025	126-037
S3	123-295	124-175	126-003
S4	122-245	123-125	125-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-245	125-060	1-185	1.3%	0-174	0.4%	5%	False	True	1,060,034
10	126-245	125-060	1-185	1.3%	0-148	0.4%	5%	False	True	1,162,459
20	126-245	124-140	2-105	1.9%	0-146	0.4%	36%	False	False	1,194,003
40	126-245	123-160	3-085	2.6%	0-156	0.4%	54%	False	False	1,193,549
60	126-245	122-225	4-020	3.2%	0-159	0.4%	63%	False	False	1,224,818
80	126-245	122-225	4-020	3.2%	0-161	0.4%	63%	False	False	1,080,883
100	126-245	121-120	5-125	4.3%	0-160	0.4%	72%	False	False	865,312

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-176
2.618	127-162
1.618	126-277
1.000	126-150
0.618	126-072
HIGH	125-265
0.618	125-187
0.500	125-162
0.382	125-138
LOW	125-060
0.618	124-253
1.000	124-175
1.618	124-048
2.618	123-163
4.250	122-149

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	125-162	125-245
PP	125-137	125-192
S1	125-111	125-138

Download as Excel Spreadsheet

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

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