ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	124-310	125-025	0-035	0.1%	124-270
High	125-040	125-240	0-200	0.5%	125-090
Low	124-260	125-020	0-080	0.2%	124-230
Close	125-040	125-225	0-185	0.5%	125-000
Range	0-100	0-220	0-120	120.0%	0-180
ATR	0-135	0-141	0-006	4.5%	0-000
Volume	231,144	2,074,270	1,843,126	797.4%	476,169

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-182	127-103	126-026
R3	126-282	126-203	125-286
R2	126-062	126-062	125-265
R1	125-303	125-303	125-245	126-022
PP	125-162	125-162	125-162	125-181
S1	125-083	125-083	125-205	125-122
S2	124-262	124-262	125-185
S3	124-042	124-183	125-164
S4	123-142	123-283	125-104

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	125-240	124-230	1-010	0.8%	0-140	0.3%	95%	True	False	539,884
10	125-240	124-050	1-190	1.3%	0-155	0.4%	97%	True	False	285,119
20	125-240	122-280	2-280	2.3%	0-150	0.4%	98%	True	False	146,631
40	125-240	122-000	3-240	3.0%	0-128	0.3%	99%	True	False	73,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	128-215
2.618	127-176
1.618	126-276
1.000	126-140
0.618	126-056
HIGH	125-240
0.618	125-156
0.500	125-130
0.382	125-104
LOW	125-020
0.618	124-204
1.000	124-120
1.618	123-304
2.618	123-084
4.250	122-045

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	125-193	125-178
PP	125-162	125-132
S1	125-130	125-085

Download as Excel Spreadsheet

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

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