ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	124-240	125-060	0-140	0.4%	124-015
High	124-275	125-065	0-110	0.3%	124-275
Low	124-060	124-215	0-155	0.4%	123-260
Close	124-170	124-315	0-145	0.4%	124-170
Range	0-215	0-170	-0-045	-20.9%	1-015
ATR	0-154	0-158	0-004	2.8%	0-000
Volume	1,483,292	1,537,578	54,286	3.7%	5,913,257

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-175	126-095	125-088
R3	126-005	125-245	125-042
R2	125-155	125-155	125-026
R1	125-075	125-075	125-011	125-030
PP	124-305	124-305	124-305	124-282
S1	124-225	124-225	124-299	124-180
S2	124-135	124-135	124-284
S3	123-285	124-055	124-268
S4	123-115	123-205	124-222

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	125-065	123-300	1-085	1.0%	0-156	0.4%	83%	True	False	1,397,360
10	125-065	123-230	1-155	1.2%	0-160	0.4%	85%	True	False	756,746
20	125-065	123-160	1-225	1.4%	0-161	0.4%	87%	True	False	383,304
40	125-065	121-120	3-265	3.1%	0-145	0.4%	94%	True	False	192,497

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-148
2.618	126-190
1.618	126-020
1.000	125-235
0.618	125-170
HIGH	125-065
0.618	125-000
0.500	124-300
0.382	124-280
LOW	124-215
0.618	124-110
1.000	124-045
1.618	123-260
2.618	123-090
4.250	122-132

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	124-310	124-284
PP	124-305	124-253
S1	124-300	124-222

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols