ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	125-150	125-105	-0-045	-0.1%	124-310
High	125-175	125-125	-0-050	-0.1%	126-000
Low	125-070	124-255	-0-135	-0.3%	124-260
Close	125-165	124-285	-0-200	-0.5%	125-165
Range	0-105	0-190	0-085	81.0%	1-060
ATR	0-143	0-149	0-006	4.4%	0-000
Volume	1,254,982	1,272,700	17,718	1.4%	5,002,068

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-142	125-070
R3	126-068	125-272	125-017
R2	125-198	125-198	125-000
R1	125-082	125-082	124-302	125-045
PP	125-008	125-008	125-008	124-310
S1	124-212	124-212	124-268	124-175
S2	124-138	124-138	124-250
S3	123-268	124-022	124-233
S4	123-078	123-152	124-180

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-002	128-143	126-054
R3	127-262	127-083	125-270
R2	126-202	126-202	125-235
R1	126-023	126-023	125-200	126-112
PP	125-142	125-142	125-142	125-186
S1	124-283	124-283	125-130	125-052
S2	124-082	124-082	125-095
S3	123-022	123-223	125-060
S4	121-282	122-163	124-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-000	124-255	1-065	1.0%	0-160	0.4%	8%	False	True	1,254,953
10	126-000	124-230	1-090	1.0%	0-145	0.4%	13%	False	False	675,093
20	126-000	123-180	2-140	2.0%	0-140	0.3%	54%	False	False	344,534
40	126-000	122-070	3-250	3.0%	0-137	0.3%	71%	False	False	173,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-292
2.618	126-302
1.618	126-112
1.000	125-315
0.618	125-242
HIGH	125-125
0.618	125-052
0.500	125-030
0.382	125-008
LOW	124-255
0.618	124-138
1.000	124-065
1.618	123-268
2.618	123-078
4.250	122-088

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	125-030	125-128
PP	125-008	125-073
S1	124-307	125-019

Download as Excel Spreadsheet

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

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