ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	124-040	123-300	-0-060	-0.2%	124-010
High	124-150	124-030	-0-120	-0.3%	124-220
Low	123-250	123-230	-0-020	-0.1%	123-230
Close	123-300	124-020	0-040	0.1%	124-020
Range	0-220	0-120	-0-100	-45.5%	0-310
ATR	0-159	0-156	-0-003	-1.7%	0-000
Volume	35,415	29,206	-6,209	-17.5%	116,627

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-027	124-303	124-086
R3	124-227	124-183	124-053
R2	124-107	124-107	124-042
R1	124-063	124-063	124-031	124-085
PP	123-307	123-307	123-307	123-318
S1	123-263	123-263	124-009	123-285
S2	123-187	123-187	123-318
S3	123-067	123-143	123-307
S4	122-267	123-023	123-274

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-020	126-170	124-190
R3	126-030	125-180	124-105
R2	125-040	125-040	124-077
R1	124-190	124-190	124-048	124-275
PP	124-050	124-050	124-050	124-092
S1	123-200	123-200	123-312	123-285
S2	123-060	123-060	123-283
S3	122-070	122-210	123-255
S4	121-080	121-220	123-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-220	123-230	0-310	0.8%	0-162	0.4%	35%	False	True	27,913
10	124-220	123-160	1-060	1.0%	0-167	0.4%	47%	False	False	18,848
20	124-280	123-030	1-250	1.4%	0-166	0.4%	54%	False	False	11,974

Crabel Price Patterns
NR	True
NR4	True
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	0-045
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-220
2.618	125-024
1.618	124-224
1.000	124-150
0.618	124-104
HIGH	124-030
0.618	123-304
0.500	123-290
0.382	123-276
LOW	123-230
0.618	123-156
1.000	123-110
1.618	123-036
2.618	122-236
4.250	122-040

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	124-003	124-065
PP	123-307	124-050
S1	123-290	124-035

Download as Excel Spreadsheet

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

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