ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	123-300	124-020	0-040	0.1%	125-105
High	124-080	124-205	0-125	0.3%	125-125
Low	123-255	123-290	0-035	0.1%	124-010
Close	124-025	124-175	0-150	0.4%	124-115
Range	0-145	0-235	0-090	62.1%	1-115
ATR	0-155	0-161	0-006	3.7%	0-000
Volume	1,081,720	1,361,144	279,424	25.8%	7,008,100

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-182	126-093	124-304
R3	125-267	125-178	124-240
R2	125-032	125-032	124-218
R1	124-263	124-263	124-197	124-308
PP	124-117	124-117	124-117	124-139
S1	124-028	124-028	124-153	124-072
S2	123-202	123-202	124-132
S3	122-287	123-113	124-110
S4	122-052	122-198	124-046

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	123-255	1-055	0.9%	0-168	0.4%	64%	False	False	1,166,999
10	125-175	123-255	1-240	1.4%	0-170	0.4%	43%	False	False	1,257,276
20	126-000	123-255	2-065	1.8%	0-159	0.4%	34%	False	False	842,105
40	126-000	122-180	3-140	2.8%	0-144	0.4%	58%	False	False	424,270

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	0-043
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	127-244
2.618	126-180
1.618	125-265
1.000	125-120
0.618	125-030
HIGH	124-205
0.618	124-115
0.500	124-088
0.382	124-060
LOW	123-290
0.618	123-145
1.000	123-055
1.618	122-230
2.618	121-315
4.250	120-251

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	124-146	124-140
PP	124-117	124-105
S1	124-088	124-070

Download as Excel Spreadsheet

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

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