ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	125-170	125-195	0-025	0.1%	125-210
High	125-205	125-240	0-035	0.1%	126-090
Low	125-085	125-115	0-030	0.1%	125-085
Close	125-195	125-150	-0-045	-0.1%	125-195
Range	0-120	0-125	0-005	4.2%	1-005
ATR	0-181	0-177	-0-004	-2.2%	0-000
Volume	975,735	1,200,898	225,163	23.1%	4,443,348

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-223	126-152	125-219
R3	126-098	126-027	125-184
R2	125-293	125-293	125-173
R1	125-222	125-222	125-161	125-195
PP	125-168	125-168	125-168	125-155
S1	125-097	125-097	125-139	125-070
S2	125-043	125-043	125-127
S3	124-238	124-292	125-116
S4	124-113	124-167	125-081

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-245	128-065	126-054
R3	127-240	127-060	125-284
R2	126-235	126-235	125-255
R1	126-055	126-055	125-225	125-302
PP	125-230	125-230	125-230	125-194
S1	125-050	125-050	125-165	124-298
S2	124-225	124-225	125-135
S3	123-220	124-045	125-106
S4	122-215	123-040	125-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-090	125-085	1-005	0.8%	0-169	0.4%	20%	False	False	1,128,849
10	126-090	125-030	1-060	0.9%	0-158	0.4%	32%	False	False	1,044,999
20	126-160	124-210	1-270	1.5%	0-182	0.5%	44%	False	False	1,242,326
40	126-160	122-245	3-235	3.0%	0-175	0.4%	72%	False	False	1,050,820
60	126-160	122-245	3-235	3.0%	0-173	0.4%	72%	False	False	1,021,462
80	126-250	122-245	4-005	3.2%	0-173	0.4%	67%	False	False	786,925
100	126-250	122-245	4-005	3.2%	0-157	0.4%	67%	False	False	629,624
120	126-250	122-040	4-210	3.7%	0-136	0.3%	72%	False	False	524,687

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	True
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	127-131
2.618	126-247
1.618	126-122
1.000	126-045
0.618	125-317
HIGH	125-240
0.618	125-192
0.500	125-178
0.382	125-163
LOW	125-115
0.618	125-038
1.000	124-310
1.618	124-233
2.618	124-108
4.250	123-224

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	125-178	125-212
PP	125-168	125-192
S1	125-159	125-171

Download as Excel Spreadsheet

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

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