ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	123-190	123-200	0-010	0.0%	125-060
High	123-240	123-270	0-030	0.1%	125-065
Low	123-135	123-160	0-025	0.1%	123-105
Close	123-210	123-250	0-040	0.1%	123-175
Range	0-105	0-110	0-005	4.8%	1-280
ATR	0-164	0-160	-0-004	-2.3%	0-000
Volume	888,360	1,040,177	151,817	17.1%	6,879,801

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-237	124-193	123-310
R3	124-127	124-083	123-280
R2	124-017	124-017	123-270
R1	123-293	123-293	123-260	123-315
PP	123-227	123-227	123-227	123-238
S1	123-183	123-183	123-240	123-205
S2	123-117	123-117	123-230
S3	123-007	123-073	123-220
S4	122-217	122-283	123-190

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-208	128-152	124-185
R3	127-248	126-192	124-020
R2	125-288	125-288	123-285
R1	124-232	124-232	123-230	124-120
PP	124-008	124-008	124-008	123-272
S1	122-272	122-272	123-120	122-160
S2	122-048	122-048	123-065
S3	120-088	120-312	123-010
S4	118-128	119-032	122-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-145	123-105	1-040	0.9%	0-149	0.4%	40%	False	False	1,194,605
10	125-065	123-105	1-280	1.5%	0-165	0.4%	24%	False	False	1,301,588
20	125-065	123-105	1-280	1.5%	0-160	0.4%	24%	False	False	744,824
40	125-065	122-060	3-005	2.4%	0-156	0.4%	53%	False	False	374,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-098
2.618	124-238
1.618	124-128
1.000	124-060
0.618	124-018
HIGH	123-270
0.618	123-228
0.500	123-215
0.382	123-202
LOW	123-160
0.618	123-092
1.000	123-050
1.618	122-302
2.618	122-192
4.250	122-012

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	123-238	123-246
PP	123-227	123-242
S1	123-215	123-238

Download as Excel Spreadsheet

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

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