ECBOT 10 Year T-Note Future March 2014

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

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	126-090	126-075	-0-015	0.0%	125-050
High	126-185	126-080	-0-105	-0.3%	126-185
Low	126-030	125-285	-0-065	-0.2%	125-015
Close	126-085	125-285	-0-120	-0.3%	126-085
Range	0-155	0-115	-0-040	-25.8%	1-170
ATR	0-174	0-170	-0-004	-2.2%	0-000
Volume	12,562	4,222	-8,340	-66.4%	56,430

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-028	126-272	126-028
R3	126-233	126-157	125-317
R2	126-118	126-118	125-306
R1	126-042	126-042	125-296	126-022
PP	126-003	126-003	126-003	125-314
S1	125-247	125-247	125-274	125-228
S2	125-208	125-208	125-264
S3	125-093	125-132	125-253
S4	124-298	125-017	125-222

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-178	129-302	127-034
R3	129-008	128-132	126-220
R2	127-158	127-158	126-175
R1	126-282	126-282	126-130	127-060
PP	125-308	125-308	125-308	126-038
S1	125-112	125-112	126-040	125-210
S2	124-138	124-138	125-315
S3	122-288	123-262	125-270
S4	121-118	122-092	125-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	125-040	1-145	1.2%	0-164	0.4%	53%	False	False	9,255
10	126-185	124-300	1-205	1.3%	0-168	0.4%	58%	False	False	26,234
20	126-240	124-300	1-260	1.4%	0-164	0.4%	53%	False	False	599,234
40	126-240	123-270	2-290	2.3%	0-178	0.4%	70%	False	False	929,455
60	126-240	122-245	3-315	3.2%	0-175	0.4%	78%	False	False	873,954
80	126-240	122-245	3-315	3.2%	0-171	0.4%	78%	False	False	864,728
100	126-250	122-245	4-005	3.2%	0-167	0.4%	78%	False	False	693,000
120	126-250	122-245	4-005	3.2%	0-152	0.4%	78%	False	False	577,523

Crabel Price Patterns
NR	True
NR4	True
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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-249
2.618	127-061
1.618	126-266
1.000	126-195
0.618	126-151
HIGH	126-080
0.618	126-036
0.500	126-022
0.382	126-009
LOW	125-285
0.618	125-214
1.000	125-170
1.618	125-099
2.618	124-304
4.250	124-116

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	126-022	125-318
PP	126-003	125-307
S1	125-304	125-296

Download as Excel Spreadsheet

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

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