ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	124-180	124-070	-0-110	-0.3%	123-160
High	124-260	124-080	-0-180	-0.5%	124-080
Low	124-070	123-300	-0-090	-0.2%	123-030
Close	124-090	124-000	-0-090	-0.2%	124-040
Range	0-190	0-100	-0-090	-47.4%	1-050
ATR	0-147	0-145	-0-003	-1.8%	0-000
Volume	9,369	7,939	-1,430	-15.3%	23,476

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-000	124-260	124-055
R3	124-220	124-160	124-028
R2	124-120	124-120	124-018
R1	124-060	124-060	124-009	124-040
PP	124-020	124-020	124-020	124-010
S1	123-280	123-280	123-311	123-260
S2	123-240	123-240	123-302
S3	123-140	123-180	123-292
S4	123-040	123-080	123-265

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	123-260	1-020	0.9%	0-160	0.4%	18%	False	False	6,296
10	124-280	123-030	1-250	1.4%	0-165	0.4%	51%	False	False	5,099
20	124-280	121-120	3-160	2.8%	0-154	0.4%	75%	False	False	3,026

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-185
2.618	125-022
1.618	124-242
1.000	124-180
0.618	124-142
HIGH	124-080
0.618	124-042
0.500	124-030
0.382	124-018
LOW	123-300
0.618	123-238
1.000	123-200
1.618	123-138
2.618	123-038
4.250	122-195

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	124-030	124-120
PP	124-020	124-080
S1	124-010	124-040

Download as Excel Spreadsheet

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

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