ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	125-140	125-250	0-110	0.3%	125-065
High	125-290	126-160	0-190	0.5%	125-290
Low	125-110	125-195	0-085	0.2%	124-210
Close	125-240	126-135	0-215	0.5%	125-240
Range	0-180	0-285	0-105	58.3%	1-080
ATR	0-185	0-192	0-007	3.9%	0-000
Volume	1,387,281	1,618,164	230,883	16.6%	7,217,709

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-272	128-168	126-292
R3	127-307	127-203	126-213
R2	127-022	127-022	126-187
R1	126-238	126-238	126-161	126-290
PP	126-057	126-057	126-057	126-082
S1	125-273	125-273	126-109	126-005
S2	125-092	125-092	126-083
S3	124-127	124-308	126-057
S4	123-162	124-023	125-298

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-060	128-230	126-140
R3	127-300	127-150	126-030
R2	126-220	126-220	125-313
R1	126-070	126-070	125-277	126-145
PP	125-140	125-140	125-140	125-178
S1	124-310	124-310	125-203	125-065
S2	124-060	124-060	125-167
S3	122-300	123-230	125-130
S4	121-220	122-150	125-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-160	124-210	1-270	1.5%	0-217	0.5%	96%	True	False	1,515,705
10	126-160	123-270	2-210	2.1%	0-218	0.5%	97%	True	False	1,412,312
20	126-160	122-300	3-180	2.8%	0-193	0.5%	98%	True	False	1,183,006
40	126-160	122-245	3-235	3.0%	0-176	0.4%	98%	True	False	962,201
60	126-160	122-245	3-235	3.0%	0-175	0.4%	98%	True	False	781,891
80	126-250	122-245	4-005	3.2%	0-160	0.4%	91%	False	False	586,893
100	126-250	122-245	4-005	3.2%	0-135	0.3%	91%	False	False	469,518

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	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-091
2.618	128-266
1.618	127-301
1.000	127-125
0.618	127-016
HIGH	126-160
0.618	126-051
0.500	126-018
0.382	125-304
LOW	125-195
0.618	125-019
1.000	124-230
1.618	124-054
2.618	123-089
4.250	121-264

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	126-096	126-073
PP	126-057	126-012
S1	126-018	125-270

Download as Excel Spreadsheet

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

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