ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	125-275	125-305	0-030	0.1%	125-250
High	126-035	125-315	-0-040	-0.1%	126-160
Low	125-265	125-145	-0-120	-0.3%	125-070
Close	125-300	125-185	-0-115	-0.3%	125-310
Range	0-090	0-170	0-080	88.9%	1-090
ATR	0-189	0-187	-0-001	-0.7%	0-000
Volume	651,835	1,073,023	421,188	64.6%	7,178,833

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-085	126-305	125-278
R3	126-235	126-135	125-232
R2	126-065	126-065	125-216
R1	125-285	125-285	125-201	125-250
PP	125-215	125-215	125-215	125-198
S1	125-115	125-115	125-169	125-080
S2	125-045	125-045	125-154
S3	124-195	124-265	125-138
S4	124-025	124-095	125-092

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-237	129-043	126-216
R3	128-147	127-273	126-103
R2	127-057	127-057	126-065
R1	126-183	126-183	126-028	126-280
PP	125-287	125-287	125-287	126-015
S1	125-093	125-093	125-272	125-190
S2	124-197	124-197	125-235
S3	123-107	124-003	125-197
S4	122-017	122-233	125-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-150	125-070	1-080	1.0%	0-189	0.5%	29%	False	False	1,210,808
10	126-160	124-230	1-250	1.4%	0-201	0.5%	48%	False	False	1,366,554
20	126-160	123-240	2-240	2.2%	0-192	0.5%	66%	False	False	1,241,123
40	126-160	122-245	3-235	3.0%	0-177	0.4%	75%	False	False	982,231
60	126-160	122-245	3-235	3.0%	0-172	0.4%	75%	False	False	902,631
80	126-250	122-245	4-005	3.2%	0-167	0.4%	70%	False	False	677,954
100	126-250	122-245	4-005	3.2%	0-144	0.4%	70%	False	False	542,372

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 2 trading days

Fibonacci Retracements and Extensions
4.250	128-078
2.618	127-120
1.618	126-270
1.000	126-165
0.618	126-100
HIGH	125-315
0.618	125-250
0.500	125-230
0.382	125-210
LOW	125-145
0.618	125-040
1.000	124-295
1.618	124-190
2.618	124-020
4.250	123-062

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	125-230	125-238
PP	125-215	125-220
S1	125-200	125-202

Download as Excel Spreadsheet

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

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