ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 13-May-2014

Day Change Summary
	Previous	Current
	12-May-2014	13-May-2014	Change	Change %	Previous Week
Open	124-020	123-270	-0-070	-0.2%	123-240
High	124-020	124-080	0-060	0.2%	124-100
Low	123-260	123-250	-0-010	0.0%	123-180
Close	123-280	124-060	0-100	0.3%	124-040
Range	0-080	0-150	0-070	87.5%	0-240
ATR	0-128	0-129	0-002	1.2%	0-000
Volume	15,800	11,279	-4,521	-28.6%	43,061

Daily Pivots for day following 13-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-153	125-097	124-142
R3	125-003	124-267	124-101
R2	124-173	124-173	124-088
R1	124-117	124-117	124-074	124-145
PP	124-023	124-023	124-023	124-038
S1	123-287	123-287	124-046	123-315
S2	123-193	123-193	124-032
S3	123-043	123-137	124-019
S4	122-213	122-307	123-298

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-080	125-300	124-172
R3	125-160	125-060	124-106
R2	124-240	124-240	124-084
R1	124-140	124-140	124-062	124-190
PP	124-000	124-000	124-000	124-025
S1	123-220	123-220	124-018	123-270
S2	123-080	123-080	123-316
S3	122-160	122-300	123-294
S4	121-240	122-060	123-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-100	123-200	0-220	0.6%	0-114	0.3%	82%	False	False	11,735
10	124-100	122-280	1-140	1.2%	0-146	0.4%	91%	False	False	8,142
20	124-100	122-180	1-240	1.4%	0-122	0.3%	93%	False	False	5,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-078
2.618	125-153
1.618	125-003
1.000	124-230
0.618	124-173
HIGH	124-080
0.618	124-023
0.500	124-005
0.382	123-307
LOW	123-250
0.618	123-157
1.000	123-100
1.618	123-007
2.618	122-177
4.250	121-252

Fisher Pivots for day following 13-May-2014
Pivot	1 day	3 day
R1	124-042	124-045
PP	124-023	124-030
S1	124-005	124-015

Download as Excel Spreadsheet

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

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