ECBOT 10 Year T-Note Future March 2014

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

Day Change Summary
	Previous	Current
	05-Mar-2014	06-Mar-2014	Change	Change %	Previous Week
Open	125-290	125-285	-0-005	0.0%	125-195
High	126-015	125-300	-0-035	-0.1%	126-135
Low	125-215	125-155	-0-060	-0.1%	125-115
Close	125-300	125-195	-0-105	-0.3%	126-035
Range	0-120	0-145	0-025	20.8%	1-020
ATR	0-174	0-172	-0-002	-1.2%	0-000
Volume	60,130	32,307	-27,823	-46.3%	7,086,397

Daily Pivots for day following 06-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-012	126-248	125-275
R3	126-187	126-103	125-235
R2	126-042	126-042	125-222
R1	125-278	125-278	125-208	125-248
PP	125-217	125-217	125-217	125-201
S1	125-133	125-133	125-182	125-102
S2	125-072	125-072	125-168
S3	124-247	124-308	125-155
S4	124-102	124-163	125-115

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	125-155	1-085	1.0%	0-174	0.4%	10%	False	True	145,987
10	126-240	125-085	1-155	1.2%	0-151	0.4%	23%	False	False	842,455
20	126-240	125-030	1-210	1.3%	0-166	0.4%	31%	False	False	977,842
40	126-240	123-000	3-240	3.0%	0-180	0.4%	70%	False	False	1,112,840
60	126-240	122-245	3-315	3.2%	0-171	0.4%	71%	False	False	965,169
80	126-240	122-245	3-315	3.2%	0-174	0.4%	71%	False	False	864,502
100	126-250	122-245	4-005	3.2%	0-164	0.4%	71%	False	False	692,099
120	126-250	122-245	4-005	3.2%	0-143	0.4%	71%	False	False	576,753

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-276
2.618	127-040
1.618	126-215
1.000	126-125
0.618	126-070
HIGH	125-300
0.618	125-245
0.500	125-228
0.382	125-210
LOW	125-155
0.618	125-065
1.000	125-010
1.618	124-240
2.618	124-095
4.250	123-179

Fisher Pivots for day following 06-Mar-2014
Pivot	1 day	3 day
R1	125-228	126-010
PP	125-217	125-285
S1	125-206	125-240

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