ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	124-185	124-240	0-055	0.1%	124-015
High	124-270	124-275	0-005	0.0%	124-275
Low	124-160	124-060	-0-100	-0.3%	123-260
Close	124-240	124-170	-0-070	-0.2%	124-170
Range	0-110	0-215	0-105	95.5%	1-015
ATR	0-149	0-154	0-005	3.2%	0-000
Volume	1,038,275	1,483,292	445,017	42.9%	5,913,257

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-173	126-067	124-288
R3	125-278	125-172	124-229
R2	125-063	125-063	124-209
R1	124-277	124-277	124-190	124-222
PP	124-168	124-168	124-168	124-141
S1	124-062	124-062	124-150	124-008
S2	123-273	123-273	124-131
S3	123-058	123-167	124-111
S4	122-163	122-272	124-052

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-173	127-027	125-034
R3	126-158	126-012	124-262
R2	125-143	125-143	124-231
R1	124-317	124-317	124-201	125-070
PP	124-128	124-128	124-128	124-165
S1	123-302	123-302	124-139	124-055
S2	123-113	123-113	124-109
S3	122-098	122-287	124-078
S4	121-083	121-272	123-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-275	123-260	1-015	0.8%	0-145	0.4%	69%	True	False	1,182,651
10	124-275	123-230	1-045	0.9%	0-154	0.4%	71%	True	False	605,282
20	124-280	123-160	1-120	1.1%	0-160	0.4%	75%	False	False	306,661
40	124-280	121-120	3-160	2.8%	0-142	0.4%	90%	False	False	154,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-229
2.618	126-198
1.618	125-303
1.000	125-170
0.618	125-088
HIGH	124-275
0.618	124-193
0.500	124-168
0.382	124-142
LOW	124-060
0.618	123-247
1.000	123-165
1.618	123-032
2.618	122-137
4.250	121-106

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	124-169	124-167
PP	124-168	124-163
S1	124-168	124-160

Download as Excel Spreadsheet

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

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