ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 19-Feb-2014

Day Change Summary
	Previous	Current
	18-Feb-2014	19-Feb-2014	Change	Change %	Previous Week
Open	124-010	124-130	0-120	0.3%	124-090
High	124-150	124-220	0-070	0.2%	124-160
Low	123-300	124-030	0-050	0.1%	123-160
Close	124-120	124-050	-0-070	-0.2%	124-010
Range	0-170	0-190	0-020	11.8%	1-000
ATR	0-151	0-154	0-003	1.8%	0-000
Volume	15,517	36,489	20,972	135.2%	65,281

Daily Pivots for day following 19-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-030	125-230	124-154
R3	125-160	125-040	124-102
R2	124-290	124-290	124-085
R1	124-170	124-170	124-067	124-135
PP	124-100	124-100	124-100	124-082
S1	123-300	123-300	124-033	123-265
S2	123-230	123-230	124-015
S3	123-040	123-110	123-318
S4	122-170	122-240	123-266

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-003	126-167	124-186
R3	126-003	125-167	124-098
R2	125-003	125-003	124-069
R1	124-167	124-167	124-039	124-085
PP	124-003	124-003	124-003	123-282
S1	123-167	123-167	123-301	123-085
S2	123-003	123-003	123-271
S3	122-003	122-167	123-242
S4	121-003	121-167	123-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-220	123-160	1-060	1.0%	0-158	0.4%	55%	True	False	20,594
10	124-260	123-160	1-100	1.1%	0-162	0.4%	50%	False	False	14,117
20	124-280	122-110	2-170	2.0%	0-170	0.4%	72%	False	False	8,797

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	127-068
2.618	126-077
1.618	125-207
1.000	125-090
0.618	125-017
HIGH	124-220
0.618	124-147
0.500	124-125
0.382	124-103
LOW	124-030
0.618	123-233
1.000	123-160
1.618	123-043
2.618	122-173
4.250	121-182

Fisher Pivots for day following 19-Feb-2014
Pivot	1 day	3 day
R1	124-125	124-100
PP	124-100	124-083
S1	124-075	124-067

Download as Excel Spreadsheet

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

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