ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	126-030	125-270	-0-080	-0.2%	125-065
High	126-150	125-305	-0-165	-0.4%	125-290
Low	125-255	125-170	-0-085	-0.2%	124-210
Close	125-280	125-195	-0-085	-0.2%	125-240
Range	0-215	0-135	-0-080	-37.2%	1-080
ATR	0-190	0-186	-0-004	-2.1%	0-000
Volume	1,470,239	1,093,130	-377,109	-25.6%	7,217,709

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-308	126-227	125-269
R3	126-173	126-092	125-232
R2	126-038	126-038	125-220
R1	125-277	125-277	125-207	125-250
PP	125-223	125-223	125-223	125-210
S1	125-142	125-142	125-183	125-115
S2	125-088	125-088	125-170
S3	124-273	125-007	125-158
S4	124-138	124-192	125-121

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	125-110	1-050	0.9%	0-189	0.5%	23%	False	False	1,360,059
10	126-160	124-210	1-270	1.5%	0-198	0.5%	52%	False	False	1,450,664
20	126-160	123-005	3-155	2.8%	0-192	0.5%	74%	False	False	1,241,473
40	126-160	122-245	3-235	3.0%	0-174	0.4%	76%	False	False	968,607
60	126-160	122-245	3-235	3.0%	0-170	0.4%	76%	False	False	844,856
80	126-250	122-245	4-005	3.2%	0-164	0.4%	71%	False	False	634,322
100	126-250	122-245	4-005	3.2%	0-139	0.3%	71%	False	False	507,466

Crabel Price Patterns
NR	True
NR4	False
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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-239
2.618	127-018
1.618	126-203
1.000	126-120
0.618	126-068
HIGH	125-305
0.618	125-253
0.500	125-238
0.382	125-222
LOW	125-170
0.618	125-087
1.000	125-035
1.618	124-272
2.618	124-137
4.250	123-236

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	125-238	126-000
PP	125-223	125-278
S1	125-209	125-237

Download as Excel Spreadsheet

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

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