ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	123-200	123-240	0-040	0.1%	125-060
High	123-270	124-070	0-120	0.3%	125-065
Low	123-160	123-220	0-060	0.2%	123-105
Close	123-250	124-020	0-090	0.2%	123-175
Range	0-110	0-170	0-060	54.5%	1-280
ATR	0-160	0-161	0-001	0.5%	0-000
Volume	1,040,177	1,282,405	242,228	23.3%	6,879,801

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-187	125-113	124-114
R3	125-017	124-263	124-067
R2	124-167	124-167	124-051
R1	124-093	124-093	124-036	124-130
PP	123-317	123-317	123-317	124-015
S1	123-243	123-243	124-004	123-280
S2	123-147	123-147	123-309
S3	122-297	123-073	123-293
S4	122-127	122-223	123-246

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	124-105	123-105	1-000	0.8%	0-158	0.4%	73%	False	False	1,197,619
10	125-065	123-105	1-280	1.5%	0-166	0.4%	39%	False	False	1,261,231
20	125-065	123-105	1-280	1.5%	0-160	0.4%	39%	False	False	808,579
40	125-065	122-060	3-005	2.4%	0-158	0.4%	62%	False	False	406,304

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-152
2.618	125-195
1.618	125-025
1.000	124-240
0.618	124-175
HIGH	124-070
0.618	124-005
0.500	123-305
0.382	123-285
LOW	123-220
0.618	123-115
1.000	123-050
1.618	122-265
2.618	122-095
4.250	121-138

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	124-008	123-314
PP	123-317	123-288
S1	123-305	123-262

Download as Excel Spreadsheet

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

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