ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	125-170	125-255	0-085	0.2%	125-210
High	125-280	126-055	0-095	0.2%	126-090
Low	125-155	125-220	0-065	0.2%	125-085
Close	125-265	126-025	0-080	0.2%	125-195
Range	0-125	0-155	0-030	24.0%	1-005
ATR	0-173	0-172	-0-001	-0.8%	0-000
Volume	1,820,361	2,282,827	462,466	25.4%	4,443,348

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-138	127-077	126-110
R3	126-303	126-242	126-068
R2	126-148	126-148	126-053
R1	126-087	126-087	126-039	126-118
PP	125-313	125-313	125-313	126-009
S1	125-252	125-252	126-011	125-282
S2	125-158	125-158	125-317
S3	125-003	125-097	125-302
S4	124-168	124-262	125-260

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	126-055	125-085	0-290	0.7%	0-150	0.4%	90%	True	False	1,549,754
10	126-090	125-030	1-060	0.9%	0-160	0.4%	83%	False	False	1,282,832
20	126-160	124-230	1-250	1.4%	0-180	0.4%	76%	False	False	1,324,693
40	126-160	122-245	3-235	3.0%	0-178	0.4%	89%	False	False	1,140,573
60	126-160	122-245	3-235	3.0%	0-172	0.4%	89%	False	False	1,044,765
80	126-160	122-245	3-235	3.0%	0-173	0.4%	89%	False	False	838,131
100	126-250	122-245	4-005	3.2%	0-158	0.4%	82%	False	False	670,655
120	126-250	122-040	4-210	3.7%	0-139	0.3%	85%	False	False	558,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-046
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-074
2.618	127-141
1.618	126-306
1.000	126-210
0.618	126-151
HIGH	126-055
0.618	125-316
0.500	125-298
0.382	125-279
LOW	125-220
0.618	125-124
1.000	125-065
1.618	124-289
2.618	124-134
4.250	123-201

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	126-009	125-312
PP	125-313	125-278
S1	125-298	125-245

Download as Excel Spreadsheet

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

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