ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	124-250	124-180	-0-070	-0.2%	123-160
High	124-260	124-260	0-000	0.0%	124-080
Low	124-160	124-070	-0-090	-0.2%	123-030
Close	124-170	124-090	-0-080	-0.2%	124-040
Range	0-100	0-190	0-090	90.0%	1-050
ATR	0-144	0-147	0-003	2.3%	0-000
Volume	5,977	9,369	3,392	56.8%	23,476

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-070	125-270	124-194
R3	125-200	125-080	124-142
R2	125-010	125-010	124-125
R1	124-210	124-210	124-107	124-175
PP	124-140	124-140	124-140	124-122
S1	124-020	124-020	124-073	123-305
S2	123-270	123-270	124-055
S3	123-080	123-150	124-038
S4	122-210	122-280	123-306

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	123-180	1-100	1.1%	0-156	0.4%	55%	False	False	5,942
10	124-280	122-110	2-170	2.0%	0-185	0.5%	77%	False	False	4,364
20	124-280	121-120	3-160	2.8%	0-153	0.4%	83%	False	False	2,631

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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-108
2.618	126-117
1.618	125-247
1.000	125-130
0.618	125-057
HIGH	124-260
0.618	124-187
0.500	124-165
0.382	124-143
LOW	124-070
0.618	123-273
1.000	123-200
1.618	123-083
2.618	122-213
4.250	121-222

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	124-165	124-145
PP	124-140	124-127
S1	124-115	124-108

Download as Excel Spreadsheet

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

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