ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	124-270	124-310	0-040	0.1%	124-270
High	125-030	125-040	0-010	0.0%	125-090
Low	124-250	124-260	0-010	0.0%	124-230
Close	125-000	125-040	0-040	0.1%	125-000
Range	0-100	0-100	0-000	0.0%	0-180
ATR	0-137	0-135	-0-003	-1.9%	0-000
Volume	170,087	231,144	61,057	35.9%	476,169

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-307	125-273	125-095
R3	125-207	125-173	125-068
R2	125-107	125-107	125-058
R1	125-073	125-073	125-049	125-090
PP	125-007	125-007	125-007	125-015
S1	124-293	124-293	125-031	124-310
S2	124-227	124-227	125-022
S3	124-127	124-193	125-012
S4	124-027	124-093	124-305

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-220	126-130	125-099
R3	126-040	125-270	125-050
R2	125-180	125-180	125-033
R1	125-090	125-090	125-016	125-135
PP	125-000	125-000	125-000	125-022
S1	124-230	124-230	124-304	124-275
S2	124-140	124-140	124-287
S3	123-280	124-050	124-270
S4	123-100	123-190	124-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-090	124-230	0-180	0.4%	0-124	0.3%	72%	False	False	133,630
10	125-100	123-250	1-170	1.2%	0-148	0.4%	88%	False	False	78,820
20	125-100	122-270	2-150	2.0%	0-144	0.4%	92%	False	False	43,064
40	125-100	122-000	3-100	2.6%	0-124	0.3%	94%	False	False	22,128

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

Fibonacci Retracements and Extensions
4.250	126-145
2.618	125-302
1.618	125-202
1.000	125-140
0.618	125-102
HIGH	125-040
0.618	125-002
0.500	124-310
0.382	124-298
LOW	124-260
0.618	124-198
1.000	124-160
1.618	124-098
2.618	123-318
4.250	123-155

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	125-023	125-018
PP	125-007	124-317
S1	124-310	124-295

Download as Excel Spreadsheet

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

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