ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	124-120	123-300	-0-140	-0.4%	124-040
High	124-120	123-300	-0-140	-0.4%	124-280
Low	123-270	123-160	-0-110	-0.3%	123-240
Close	123-310	123-200	-0-110	-0.3%	124-110
Range	0-170	0-140	-0-030	-17.6%	1-040
ATR	0-151	0-151	0-000	-0.1%	0-000
Volume	7,298	20,857	13,559	185.8%	33,351

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-000	124-240	123-277
R3	124-180	124-100	123-238
R2	124-040	124-040	123-226
R1	123-280	123-280	123-213	123-250
PP	123-220	123-220	123-220	123-205
S1	123-140	123-140	123-187	123-110
S2	123-080	123-080	123-174
S3	122-260	123-000	123-162
S4	122-120	122-180	123-123

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	124-210	123-160	1-050	0.9%	0-156	0.4%	11%	False	True	9,937
10	124-280	123-160	1-120	1.1%	0-156	0.4%	9%	False	True	7,939
20	124-280	122-060	2-220	2.2%	0-159	0.4%	53%	False	False	5,006

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-255
2.618	125-027
1.618	124-207
1.000	124-120
0.618	124-067
HIGH	123-300
0.618	123-247
0.500	123-230
0.382	123-213
LOW	123-160
0.618	123-073
1.000	123-020
1.618	122-253
2.618	122-113
4.250	121-205

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	123-230	124-000
PP	123-220	123-280
S1	123-210	123-240

Download as Excel Spreadsheet

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

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