ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	124-115	124-080	-0-035	-0.1%	125-105
High	124-125	124-115	-0-010	0.0%	125-125
Low	124-020	123-295	-0-045	-0.1%	124-010
Close	124-060	124-005	-0-055	-0.1%	124-115
Range	0-105	0-140	0-035	33.3%	1-115
ATR	0-157	0-156	-0-001	-0.8%	0-000
Volume	826,588	1,040,230	213,642	25.8%	7,008,100

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-132	125-048	124-082
R3	124-312	124-228	124-044
R2	124-172	124-172	124-031
R1	124-088	124-088	124-018	124-060
PP	124-032	124-032	124-032	124-018
S1	123-268	123-268	123-312	123-240
S2	123-212	123-212	123-299
S3	123-072	123-128	123-286
S4	122-252	122-308	123-248

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	124-310	123-295	1-015	0.8%	0-163	0.4%	9%	False	True	1,259,502
10	126-000	123-295	2-025	1.7%	0-172	0.4%	5%	False	True	1,364,584
20	126-000	123-250	2-070	1.8%	0-160	0.4%	11%	False	False	721,702
40	126-000	122-180	3-140	2.8%	0-141	0.4%	42%	False	False	363,217

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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-070
2.618	125-162
1.618	125-022
1.000	124-255
0.618	124-202
HIGH	124-115
0.618	124-062
0.500	124-045
0.382	124-028
LOW	123-295
0.618	123-208
1.000	123-155
1.618	123-068
2.618	122-248
4.250	122-020

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	124-045	124-142
PP	124-032	124-097
S1	124-018	124-051

Download as Excel Spreadsheet

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

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