ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	125-065	125-095	0-030	0.1%	126-235
High	125-135	125-260	0-125	0.3%	126-240
Low	125-040	125-095	0-055	0.1%	124-300
Close	125-120	125-210	0-090	0.2%	125-045
Range	0-095	0-165	0-070	73.7%	1-260
ATR	0-167	0-167	0-000	-0.1%	0-000
Volume	8,165	9,086	921	11.3%	394,299

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-292	125-301
R3	126-198	126-127	125-255
R2	126-033	126-033	125-240
R1	125-282	125-282	125-225	125-318
PP	125-188	125-188	125-188	125-206
S1	125-117	125-117	125-195	125-152
S2	125-023	125-023	125-180
S3	124-178	124-272	125-165
S4	124-013	124-107	125-119

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	125-300	124-300	1-000	0.8%	0-152	0.4%	72%	False	False	19,162
10	126-240	124-300	1-260	1.4%	0-160	0.4%	40%	False	False	220,823
20	126-240	124-300	1-260	1.4%	0-160	0.4%	40%	False	False	751,827
40	126-240	123-240	3-000	2.4%	0-176	0.4%	64%	False	False	996,475
60	126-240	122-245	3-315	3.2%	0-172	0.4%	73%	False	False	905,430
80	126-240	122-245	3-315	3.2%	0-169	0.4%	73%	False	False	864,930
100	126-250	122-245	4-005	3.2%	0-166	0.4%	72%	False	False	692,729
120	126-250	122-245	4-005	3.2%	0-147	0.4%	72%	False	False	577,282

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-001
2.618	127-052
1.618	126-207
1.000	126-105
0.618	126-042
HIGH	125-260
0.618	125-197
0.500	125-178
0.382	125-158
LOW	125-095
0.618	124-313
1.000	124-250
1.618	124-148
2.618	123-303
4.250	123-034

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	125-199	125-186
PP	125-188	125-162
S1	125-178	125-138

Download as Excel Spreadsheet

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

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