ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	124-100	124-105	0-005	0.0%	124-115
High	124-165	124-125	-0-040	-0.1%	124-205
Low	124-060	123-270	-0-110	-0.3%	123-255
Close	124-100	123-275	-0-145	-0.4%	124-095
Range	0-105	0-175	0-070	66.7%	0-270
ATR	0-159	0-160	0-001	0.7%	0-000
Volume	756,977	1,108,389	351,412	46.4%	5,532,497

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-215	125-100	124-051
R3	125-040	124-245	124-003
R2	124-185	124-185	123-307
R1	124-070	124-070	123-291	124-040
PP	124-010	124-010	124-010	123-315
S1	123-215	123-215	123-259	123-185
S2	123-155	123-155	123-243
S3	122-300	123-040	123-227
S4	122-125	122-185	123-179

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-248	126-122	124-244
R3	125-298	125-172	124-169
R2	125-028	125-028	124-144
R1	124-222	124-222	124-120	124-150
PP	124-078	124-078	124-078	124-042
S1	123-272	123-272	124-070	123-200
S2	123-128	123-128	124-046
S3	122-178	123-002	124-021
S4	121-228	122-052	123-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-205	123-255	0-270	0.7%	0-162	0.4%	7%	False	False	1,106,209
10	124-310	123-255	1-055	0.9%	0-162	0.4%	5%	False	False	1,182,855
20	126-000	123-255	2-065	1.8%	0-158	0.4%	3%	False	False	992,252
40	126-000	122-180	3-140	2.8%	0-147	0.4%	38%	False	False	501,377

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	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-229
2.618	125-263
1.618	125-088
1.000	124-300
0.618	124-233
HIGH	124-125
0.618	124-058
0.500	124-038
0.382	124-017
LOW	123-270
0.618	123-162
1.000	123-095
1.618	122-307
2.618	122-132
4.250	121-166

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	124-038	124-058
PP	124-010	124-023
S1	123-302	123-309

Download as Excel Spreadsheet

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

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