ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 16-May-2014

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	124-240	125-030	0-110	0.3%	124-020
High	125-100	125-050	-0-050	-0.1%	125-100
Low	124-180	124-280	0-100	0.3%	123-250
Close	125-030	124-300	-0-050	-0.1%	124-300
Range	0-240	0-090	-0-150	-62.5%	1-170
ATR	0-145	0-141	-0-004	-2.7%	0-000
Volume	24,074	22,026	-2,048	-8.5%	96,694

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-267	125-213	125-030
R3	125-177	125-123	125-005
R2	125-087	125-087	124-316
R1	125-033	125-033	124-308	125-015
PP	124-317	124-317	124-317	124-308
S1	124-263	124-263	124-292	124-245
S2	124-227	124-227	124-284
S3	124-137	124-173	124-275
S4	124-047	124-083	124-250

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-087	128-203	125-250
R3	127-237	127-033	125-115
R2	126-067	126-067	125-070
R1	125-183	125-183	125-025	125-285
PP	124-217	124-217	124-217	124-268
S1	124-013	124-013	124-255	124-115
S2	123-047	123-047	124-210
S3	121-197	122-163	124-165
S4	120-027	120-313	124-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-100	123-250	1-170	1.2%	0-162	0.4%	76%	False	False	19,338
10	125-100	123-180	1-240	1.4%	0-134	0.3%	79%	False	False	13,975
20	125-100	122-180	2-240	2.2%	0-134	0.3%	86%	False	False	8,598

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-112
2.618	125-286
1.618	125-196
1.000	125-140
0.618	125-106
HIGH	125-050
0.618	125-016
0.500	125-005
0.382	124-314
LOW	124-280
0.618	124-224
1.000	124-190
1.618	124-134
2.618	124-044
4.250	123-218

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	125-005	124-278
PP	124-317	124-257
S1	124-308	124-235

Download as Excel Spreadsheet

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

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