ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	125-040	124-255	-0-105	-0.3%	126-045
High	125-055	125-040	-0-015	0.0%	126-065
Low	124-255	124-220	-0-035	-0.1%	124-290
Close	124-285	124-310	0-025	0.1%	125-075
Range	0-120	0-140	0-020	16.7%	1-095
ATR	0-155	0-154	-0-001	-0.7%	0-000
Volume	14,564	9,905	-4,659	-32.0%	417,883

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-077	126-013	125-067
R3	125-257	125-193	125-028
R2	125-117	125-117	125-016
R1	125-053	125-053	125-003	125-085
PP	124-297	124-297	124-297	124-312
S1	124-233	124-233	124-297	124-265
S2	124-157	124-157	124-284
S3	124-017	124-093	124-272
S4	123-197	123-273	124-233

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	125-255	124-220	1-035	0.9%	0-150	0.4%	25%	False	True	19,039
10	126-245	124-220	2-025	1.7%	0-154	0.4%	14%	False	True	247,906
20	126-245	124-220	2-025	1.7%	0-154	0.4%	14%	False	True	871,711
40	126-245	123-160	3-085	2.6%	0-153	0.4%	45%	False	False	1,008,772
60	126-245	122-225	4-020	3.3%	0-157	0.4%	56%	False	False	1,095,947
80	126-245	122-225	4-020	3.3%	0-160	0.4%	56%	False	False	1,081,816
100	126-245	122-110	4-135	3.5%	0-160	0.4%	59%	False	False	866,701

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-315
2.618	126-087
1.618	125-267
1.000	125-180
0.618	125-127
HIGH	125-040
0.618	124-307
0.500	124-290
0.382	124-273
LOW	124-220
0.618	124-133
1.000	124-080
1.618	123-313
2.618	123-173
4.250	122-265

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	124-303	124-310
PP	124-297	124-310
S1	124-290	124-310

Download as Excel Spreadsheet

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

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