ECBOT 10 Year T-Note Future March 2014

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

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	125-050	125-065	0-015	0.0%	126-235
High	125-110	125-135	0-025	0.1%	126-240
Low	125-015	125-040	0-025	0.1%	124-300
Close	125-080	125-120	0-040	0.1%	125-045
Range	0-095	0-095	0-000	0.0%	1-260
ATR	0-172	0-167	-0-006	-3.2%	0-000
Volume	14,376	8,165	-6,211	-43.2%	394,299

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-063	126-027	125-172
R3	125-288	125-252	125-146
R2	125-193	125-193	125-137
R1	125-157	125-157	125-129	125-175
PP	125-098	125-098	125-098	125-108
S1	125-062	125-062	125-111	125-080
S2	125-003	125-003	125-103
S3	124-228	124-287	125-094
S4	124-133	124-192	125-068

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	131-015	129-290	126-044
R3	129-075	128-030	125-204
R2	127-135	127-135	125-151
R1	126-090	126-090	125-098	125-302
PP	125-195	125-195	125-195	125-141
S1	124-150	124-150	124-312	124-042
S2	123-255	123-255	124-259
S3	121-315	122-210	124-206
S4	120-055	120-270	124-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-015	124-300	1-035	0.9%	0-143	0.4%	39%	False	False	29,371
10	126-240	124-300	1-260	1.4%	0-159	0.4%	24%	False	False	448,197
20	126-240	124-300	1-260	1.4%	0-160	0.4%	24%	False	False	805,024
40	126-240	123-240	3-000	2.4%	0-175	0.4%	54%	False	False	1,015,310
60	126-240	122-245	3-315	3.2%	0-171	0.4%	65%	False	False	922,481
80	126-240	122-245	3-315	3.2%	0-170	0.4%	65%	False	False	864,986
100	126-250	122-245	4-005	3.2%	0-167	0.4%	65%	False	False	692,638
120	126-250	122-245	4-005	3.2%	0-146	0.4%	65%	False	False	577,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-025

Fibonacci Retracements and Extensions
4.250	126-219
2.618	126-064
1.618	125-289
1.000	125-230
0.618	125-194
HIGH	125-135
0.618	125-099
0.500	125-088
0.382	125-076
LOW	125-040
0.618	124-301
1.000	124-265
1.618	124-206
2.618	124-111
4.250	123-276

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	125-109	125-117
PP	125-098	125-113
S1	125-088	125-110

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