ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	124-090	124-120	0-030	0.1%	124-040
High	124-160	124-120	-0-040	-0.1%	124-280
Low	124-080	123-270	-0-130	-0.3%	123-240
Close	124-100	123-310	-0-110	-0.3%	124-110
Range	0-080	0-170	0-090	112.5%	1-040
ATR	0-150	0-151	0-001	1.0%	0-000
Volume	7,017	7,298	281	4.0%	33,351

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-210	125-110	124-084
R3	125-040	124-260	124-037
R2	124-190	124-190	124-021
R1	124-090	124-090	124-006	124-055
PP	124-020	124-020	124-020	124-002
S1	123-240	123-240	123-294	123-205
S2	123-170	123-170	123-279
S3	123-000	123-070	123-263
S4	122-150	122-220	123-216

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-223	127-047	124-308
R3	126-183	126-007	124-209
R2	125-143	125-143	124-176
R1	124-287	124-287	124-143	125-055
PP	124-103	124-103	124-103	124-148
S1	123-247	123-247	124-077	124-015
S2	123-063	123-063	124-044
S3	122-023	122-207	124-011
S4	120-303	121-167	123-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-260	123-240	1-020	0.9%	0-166	0.4%	21%	False	False	7,639
10	124-280	123-030	1-250	1.4%	0-177	0.4%	49%	False	False	6,501
20	124-280	122-060	2-220	2.2%	0-156	0.4%	66%	False	False	4,029

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	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-202
2.618	125-245
1.618	125-075
1.000	124-290
0.618	124-225
HIGH	124-120
0.618	124-055
0.500	124-035
0.382	124-015
LOW	123-270
0.618	123-165
1.000	123-100
1.618	122-315
2.618	122-145
4.250	121-188

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	124-035	124-065
PP	124-020	124-040
S1	124-005	124-015

Download as Excel Spreadsheet

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

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