ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	125-240	125-065	-0-175	-0.4%	125-240
High	125-265	125-145	-0-120	-0.3%	126-245
Low	125-060	125-015	-0-045	-0.1%	125-195
Close	125-085	125-050	-0-035	-0.1%	126-105
Range	0-205	0-130	-0-075	-36.6%	1-050
ATR	0-159	0-157	-0-002	-1.3%	0-000
Volume	111,428	51,300	-60,128	-54.0%	6,936,933

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-140	126-065	125-122
R3	126-010	125-255	125-086
R2	125-200	125-200	125-074
R1	125-125	125-125	125-062	125-098
PP	125-070	125-070	125-070	125-056
S1	124-315	124-315	125-038	124-288
S2	124-260	124-260	125-026
S3	124-130	124-185	125-014
S4	124-000	124-055	124-298

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	125-015	1-230	1.4%	0-158	0.4%	6%	False	True	476,774
10	126-245	125-015	1-230	1.4%	0-147	0.4%	6%	False	True	1,050,359
20	126-245	124-150	2-095	1.8%	0-148	0.4%	30%	False	False	1,148,235
40	126-245	123-160	3-085	2.6%	0-156	0.4%	51%	False	False	1,166,754
60	126-245	122-225	4-020	3.2%	0-160	0.4%	60%	False	False	1,210,867
80	126-245	122-225	4-020	3.2%	0-159	0.4%	60%	False	False	1,081,442
100	126-245	121-240	5-005	4.0%	0-160	0.4%	68%	False	False	865,823

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-058
2.618	126-165
1.618	126-035
1.000	125-275
0.618	125-225
HIGH	125-145
0.618	125-095
0.500	125-080
0.382	125-065
LOW	125-015
0.618	124-255
1.000	124-205
1.618	124-125
2.618	123-315
4.250	123-102

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	125-080	125-200
PP	125-070	125-150
S1	125-060	125-100

Download as Excel Spreadsheet

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

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