ECBOT 10 Year T-Note Future June 2014

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

Day Change Summary
	Previous	Current
	03-Feb-2014	04-Feb-2014	Change	Change %	Previous Week
Open	124-040	124-250	0-210	0.5%	123-160
High	124-280	124-260	-0-020	-0.1%	124-080
Low	124-010	124-160	0-150	0.4%	123-030
Close	124-260	124-170	-0-090	-0.2%	124-040
Range	0-270	0-100	-0-170	-63.0%	1-050
ATR	0-147	0-144	-0-003	-2.3%	0-000
Volume	3,490	5,977	2,487	71.3%	23,476

Daily Pivots for day following 04-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-177	125-113	124-225
R3	125-077	125-013	124-198
R2	124-297	124-297	124-188
R1	124-233	124-233	124-179	124-215
PP	124-197	124-197	124-197	124-188
S1	124-133	124-133	124-161	124-115
S2	124-097	124-097	124-152
S3	123-317	124-033	124-142
S4	123-217	123-253	124-115

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-093	126-277	124-244
R3	126-043	125-227	124-142
R2	124-313	124-313	124-108
R1	124-177	124-177	124-074	124-245
PP	123-263	123-263	123-263	123-298
S1	123-127	123-127	124-006	123-195
S2	122-213	122-213	123-292
S3	121-163	122-077	123-258
S4	120-113	121-027	123-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-280	123-030	1-250	1.4%	0-188	0.5%	81%	False	False	5,362
10	124-280	122-110	2-170	2.0%	0-177	0.4%	86%	False	False	3,477
20	124-280	121-120	3-160	2.8%	0-146	0.4%	90%	False	False	2,162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-045
2.618	125-202
1.618	125-102
1.000	125-040
0.618	125-002
HIGH	124-260
0.618	124-222
0.500	124-210
0.382	124-198
LOW	124-160
0.618	124-098
1.000	124-060
1.618	123-318
2.618	123-218
4.250	123-055

Fisher Pivots for day following 04-Feb-2014
Pivot	1 day	3 day
R1	124-210	124-150
PP	124-197	124-130
S1	124-183	124-110

Download as Excel Spreadsheet

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

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