ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	125-030	124-270	-0-080	-0.2%	124-020
High	125-050	125-070	0-020	0.0%	125-100
Low	124-280	124-260	-0-020	-0.1%	123-250
Close	124-300	124-290	-0-010	0.0%	124-300
Range	0-090	0-130	0-040	44.4%	1-170
ATR	0-141	0-140	-0-001	-0.6%	0-000
Volume	22,026	39,159	17,133	77.8%	96,694

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-063	125-307	125-042
R3	125-253	125-177	125-006
R2	125-123	125-123	124-314
R1	125-047	125-047	124-302	125-085
PP	124-313	124-313	124-313	125-012
S1	124-237	124-237	124-278	124-275
S2	124-183	124-183	124-266
S3	124-053	124-107	124-254
S4	123-243	123-297	124-218

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%	0-172	0.4%	73%	False	False	24,010
10	125-100	123-180	1-240	1.4%	0-136	0.3%	77%	False	False	17,155
20	125-100	122-180	2-240	2.2%	0-137	0.3%	85%	False	False	10,502

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-302
2.618	126-090
1.618	125-280
1.000	125-200
0.618	125-150
HIGH	125-070
0.618	125-020
0.500	125-005
0.382	124-310
LOW	124-260
0.618	124-180
1.000	124-130
1.618	124-050
2.618	123-240
4.250	123-028

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	125-005	124-300
PP	124-313	124-297
S1	124-302	124-293

Download as Excel Spreadsheet

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

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