ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	124-110	124-165	0-055	0.1%	125-105
High	124-225	124-310	0-085	0.2%	125-125
Low	124-010	124-095	0-085	0.2%	124-010
Close	124-165	124-115	-0-050	-0.1%	124-115
Range	0-215	0-215	0-000	0.0%	1-115
ATR	0-157	0-161	0-004	2.6%	0-000
Volume	1,503,225	1,525,315	22,090	1.5%	7,008,100

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-178	126-042	124-233
R3	125-283	125-147	124-174
R2	125-068	125-068	124-154
R1	124-252	124-252	124-135	124-212
PP	124-173	124-173	124-173	124-154
S1	124-037	124-037	124-095	123-318
S2	123-278	123-278	124-076
S3	123-063	123-142	124-056
S4	122-168	122-247	123-317

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-215	127-280	125-034
R3	127-100	126-165	124-235
R2	125-305	125-305	124-195
R1	125-050	125-050	124-155	124-280
PP	124-190	124-190	124-190	124-145
S1	123-255	123-255	124-075	123-165
S2	123-075	123-075	124-035
S3	121-280	122-140	123-315
S4	120-165	121-025	123-196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-125	124-010	1-115	1.1%	0-194	0.5%	24%	False	False	1,401,620
10	126-000	124-010	1-310	1.6%	0-168	0.4%	17%	False	False	1,218,025
20	126-000	123-250	2-070	1.8%	0-156	0.4%	26%	False	False	630,001
40	126-000	122-180	3-140	2.8%	0-144	0.4%	52%	False	False	316,575

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043

Fibonacci Retracements and Extensions
4.250	127-264
2.618	126-233
1.618	126-018
1.000	125-205
0.618	125-123
HIGH	124-310
0.618	124-228
0.500	124-202
0.382	124-177
LOW	124-095
0.618	123-282
1.000	123-200
1.618	123-067
2.618	122-172
4.250	121-141

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	124-202	124-160
PP	124-173	124-145
S1	124-144	124-130

Download as Excel Spreadsheet

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

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