ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	125-065	125-135	0-070	0.2%	126-045
High	125-170	125-255	0-085	0.2%	126-065
Low	124-290	125-060	0-090	0.2%	124-290
Close	125-115	125-075	-0-040	-0.1%	125-075
Range	0-200	0-195	-0-005	-2.5%	1-095
ATR	0-160	0-162	0-003	1.6%	0-000
Volume	37,798	21,210	-16,588	-43.9%	417,883

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-075	126-270	125-182
R3	126-200	126-075	125-129
R2	126-005	126-005	125-111
R1	125-200	125-200	125-093	125-165
PP	125-130	125-130	125-130	125-112
S1	125-005	125-005	125-057	124-290
S2	124-255	124-255	125-039
S3	124-060	124-130	125-021
S4	123-185	123-255	124-288

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-108	128-187	125-303
R3	128-013	127-092	125-189
R2	126-238	126-238	125-151
R1	125-317	125-317	125-113	125-230
PP	125-143	125-143	125-143	125-100
S1	124-222	124-222	125-037	124-135
S2	124-048	124-048	124-319
S3	122-273	123-127	124-281
S4	121-178	122-032	124-167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-065	124-290	1-095	1.0%	0-182	0.5%	25%	False	False	83,576
10	126-245	124-290	1-275	1.5%	0-159	0.4%	18%	False	False	816,319
20	126-245	124-205	2-040	1.7%	0-153	0.4%	28%	False	False	1,004,744
40	126-245	123-160	3-085	2.6%	0-159	0.4%	53%	False	False	1,106,256
60	126-245	122-225	4-020	3.2%	0-162	0.4%	62%	False	False	1,173,141
80	126-245	122-225	4-020	3.2%	0-161	0.4%	62%	False	False	1,082,001
100	126-245	122-060	4-185	3.7%	0-160	0.4%	67%	False	False	866,406

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-124
2.618	127-126
1.618	126-251
1.000	126-130
0.618	126-056
HIGH	125-255
0.618	125-181
0.500	125-158
0.382	125-134
LOW	125-060
0.618	124-259
1.000	124-185
1.618	124-064
2.618	123-189
4.250	122-191

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	125-158	125-112
PP	125-130	125-100
S1	125-102	125-088

Download as Excel Spreadsheet

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

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