ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	125-025	125-200	0-175	0.4%	124-270
High	125-240	126-000	0-080	0.2%	125-090
Low	125-020	125-135	0-115	0.3%	124-230
Close	125-225	125-200	-0-025	-0.1%	125-000
Range	0-220	0-185	-0-035	-15.9%	0-180
ATR	0-141	0-144	0-003	2.2%	0-000
Volume	2,074,270	1,441,672	-632,598	-30.5%	476,169

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-133	127-032	125-302
R3	126-268	126-167	125-251
R2	126-083	126-083	125-234
R1	125-302	125-302	125-217	125-292
PP	125-218	125-218	125-218	125-214
S1	125-117	125-117	125-183	125-108
S2	125-033	125-033	125-166
S3	124-168	124-252	125-149
S4	123-303	124-067	125-098

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	126-000	124-230	1-090	1.0%	0-143	0.4%	71%	True	False	806,885
10	126-000	124-180	1-140	1.1%	0-148	0.4%	74%	True	False	426,935
20	126-000	122-280	3-040	2.5%	0-151	0.4%	88%	True	False	218,646
40	126-000	122-000	4-000	3.2%	0-133	0.3%	91%	True	False	110,016

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-146
2.618	127-164
1.618	126-299
1.000	126-185
0.618	126-114
HIGH	126-000
0.618	125-249
0.500	125-228
0.382	125-206
LOW	125-135
0.618	125-021
1.000	124-270
1.618	124-156
2.618	123-291
4.250	122-309

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	125-228	125-177
PP	125-218	125-153
S1	125-209	125-130

Download as Excel Spreadsheet

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

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