ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	124-105	123-280	-0-145	-0.4%	124-115
High	124-125	124-160	0-035	0.1%	124-205
Low	123-270	123-250	-0-020	-0.1%	123-255
Close	123-275	124-070	0-115	0.3%	124-095
Range	0-175	0-230	0-055	31.4%	0-270
ATR	0-160	0-165	0-005	3.1%	0-000
Volume	1,108,389	1,335,184	226,795	20.5%	5,532,497

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-103	125-317	124-196
R3	125-193	125-087	124-133
R2	124-283	124-283	124-112
R1	124-177	124-177	124-091	124-230
PP	124-053	124-053	124-053	124-080
S1	123-267	123-267	124-049	124-000
S2	123-143	123-143	124-028
S3	122-233	123-037	124-007
S4	122-003	122-127	123-264

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	123-250	0-275	0.7%	0-179	0.5%	51%	False	True	1,156,901
10	124-310	123-250	1-060	1.0%	0-172	0.4%	37%	False	True	1,176,158
20	126-000	123-250	2-070	1.8%	0-162	0.4%	20%	False	True	1,056,861
40	126-000	122-230	3-090	2.6%	0-151	0.4%	46%	False	False	534,753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-178
2.618	126-122
1.618	125-212
1.000	125-070
0.618	124-302
HIGH	124-160
0.618	124-072
0.500	124-045
0.382	124-018
LOW	123-250
0.618	123-108
1.000	123-020
1.618	122-198
2.618	121-288
4.250	120-232

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	124-062	124-062
PP	124-053	124-055
S1	124-045	124-048

Download as Excel Spreadsheet

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

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