ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	126-235	126-175	-0-060	-0.1%	125-195
High	126-240	126-185	-0-055	-0.1%	126-135
Low	126-085	125-265	-0-140	-0.3%	125-115
Close	126-185	125-295	-0-210	-0.5%	126-035
Range	0-155	0-240	0-085	54.8%	1-020
ATR	0-173	0-178	0-005	2.7%	0-000
Volume	192,604	77,379	-115,225	-59.8%	7,086,397

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-115	127-285	126-107
R3	127-195	127-045	126-041
R2	126-275	126-275	126-019
R1	126-125	126-125	125-317	126-080
PP	126-035	126-035	126-035	126-012
S1	125-205	125-205	125-273	125-160
S2	125-115	125-115	125-251
S3	124-195	124-285	125-229
S4	123-275	124-045	125-163

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-048	128-222	126-222
R3	128-028	127-202	126-128
R2	127-008	127-008	126-097
R1	126-182	126-182	126-066	126-255
PP	125-308	125-308	125-308	126-025
S1	125-162	125-162	126-004	125-235
S2	124-288	124-288	125-293
S3	123-268	124-142	125-262
S4	122-248	123-122	125-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-240	125-220	1-020	0.8%	0-175	0.4%	22%	False	False	867,024
10	126-240	125-085	1-155	1.2%	0-167	0.4%	44%	False	False	1,084,327
20	126-240	125-030	1-210	1.3%	0-170	0.4%	50%	False	False	1,108,307
40	126-240	122-300	3-260	3.0%	0-181	0.5%	78%	False	False	1,145,656
60	126-240	122-245	3-315	3.2%	0-174	0.4%	79%	False	False	1,010,903
80	126-240	122-245	3-315	3.2%	0-174	0.4%	79%	False	False	863,495
100	126-250	122-245	4-005	3.2%	0-162	0.4%	79%	False	False	691,176
120	126-250	122-245	4-005	3.2%	0-141	0.4%	79%	False	False	575,983

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	129-245
2.618	128-173
1.618	127-253
1.000	127-105
0.618	127-013
HIGH	126-185
0.618	126-093
0.500	126-065
0.382	126-037
LOW	125-265
0.618	125-117
1.000	125-025
1.618	124-197
2.618	123-277
4.250	122-205

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	126-065	126-082
PP	126-035	126-047
S1	126-005	126-011

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols