ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	126-075	125-290	-0-105	-0.3%	125-050
High	126-080	126-055	-0-025	-0.1%	126-185
Low	125-285	125-280	-0-005	0.0%	125-015
Close	125-285	126-020	0-055	0.1%	126-085
Range	0-115	0-095	-0-020	-17.4%	1-170
ATR	0-170	0-165	-0-005	-3.2%	0-000
Volume	4,222	12,070	7,848	185.9%	56,430

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-297	126-253	126-072
R3	126-202	126-158	126-046
R2	126-107	126-107	126-037
R1	126-063	126-063	126-029	126-085
PP	126-012	126-012	126-012	126-022
S1	125-288	125-288	126-011	125-310
S2	125-237	125-237	126-003
S3	125-142	125-193	125-314
S4	125-047	125-098	125-288

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-178	129-302	127-034
R3	129-008	128-132	126-220
R2	127-158	127-158	126-175
R1	126-282	126-282	126-130	127-060
PP	125-308	125-308	125-308	126-038
S1	125-112	125-112	126-040	125-210
S2	124-138	124-138	125-315
S3	122-288	123-262	125-270
S4	121-118	122-092	125-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	125-095	1-090	1.0%	0-164	0.4%	60%	False	False	10,036
10	126-185	124-300	1-205	1.3%	0-154	0.4%	69%	False	False	19,703
20	126-240	124-300	1-260	1.4%	0-160	0.4%	62%	False	False	552,015
40	126-240	123-270	2-290	2.3%	0-178	0.4%	76%	False	False	912,157
60	126-240	122-245	3-315	3.2%	0-172	0.4%	83%	False	False	852,543
80	126-240	122-245	3-315	3.2%	0-170	0.4%	83%	False	False	864,562
100	126-250	122-245	4-005	3.2%	0-166	0.4%	82%	False	False	693,115
120	126-250	122-245	4-005	3.2%	0-152	0.4%	82%	False	False	577,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-139
2.618	126-304
1.618	126-209
1.000	126-150
0.618	126-114
HIGH	126-055
0.618	126-019
0.500	126-008
0.382	125-316
LOW	125-280
0.618	125-221
1.000	125-185
1.618	125-126
2.618	125-031
4.250	124-196

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	126-016	126-072
PP	126-012	126-055
S1	126-008	126-038

Download as Excel Spreadsheet

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

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