ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	123-240	124-005	0-085	0.2%	125-060
High	124-070	124-235	0-165	0.4%	125-065
Low	123-220	123-250	0-030	0.1%	123-105
Close	124-020	124-200	0-180	0.5%	123-175
Range	0-170	0-305	0-135	79.4%	1-280
ATR	0-161	0-171	0-010	6.4%	0-000
Volume	1,282,405	2,029,979	747,574	58.3%	6,879,801

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-077	126-283	125-048
R3	126-092	125-298	124-284
R2	125-107	125-107	124-256
R1	124-313	124-313	124-228	125-050
PP	124-122	124-122	124-122	124-150
S1	124-008	124-008	124-172	124-065
S2	123-137	123-137	124-144
S3	122-152	123-023	124-116
S4	121-167	122-038	124-032

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	124-235	123-105	1-130	1.1%	0-191	0.5%	92%	True	False	1,387,264
10	125-065	123-105	1-280	1.5%	0-186	0.5%	69%	False	False	1,360,401
20	125-065	123-105	1-280	1.5%	0-168	0.4%	69%	False	False	909,035
40	125-065	122-060	3-005	2.4%	0-164	0.4%	81%	False	False	457,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	128-251
2.618	127-073
1.618	126-088
1.000	125-220
0.618	125-103
HIGH	124-235
0.618	124-118
0.500	124-082
0.382	124-047
LOW	123-250
0.618	123-062
1.000	122-265
1.618	122-077
2.618	121-092
4.250	119-234

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	124-161	124-146
PP	124-122	124-092
S1	124-082	124-038

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