ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	123-145	123-150	0-005	0.0%	124-190
High	123-175	123-170	-0-005	0.0%	124-230
Low	123-085	123-025	-0-060	-0.2%	123-050
Close	123-145	123-135	-0-010	0.0%	123-145
Range	0-090	0-145	0-055	61.1%	1-180
ATR	0-174	0-172	-0-002	-1.2%	0-000
Volume	984,094	1,183,796	199,702	20.3%	6,183,971

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-225	124-165	123-215
R3	124-080	124-020	123-175
R2	123-255	123-255	123-162
R1	123-195	123-195	123-148	123-152
PP	123-110	123-110	123-110	123-089
S1	123-050	123-050	123-122	123-008
S2	122-285	122-285	123-108
S3	122-140	122-225	123-095
S4	121-315	122-080	123-055

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-148	127-167	124-100
R3	126-288	125-307	123-282
R2	125-108	125-108	123-237
R1	124-127	124-127	123-191	124-028
PP	123-248	123-248	123-248	123-199
S1	122-267	122-267	123-099	122-168
S2	122-068	122-068	123-053
S3	120-208	121-087	123-008
S4	119-028	119-227	122-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-190	123-025	1-165	1.2%	0-184	0.5%	23%	False	True	1,291,087
10	125-000	123-025	1-295	1.6%	0-182	0.5%	18%	False	True	1,344,583
20	125-065	123-025	2-040	1.7%	0-174	0.4%	16%	False	True	1,333,160
40	125-065	123-025	2-040	1.7%	0-168	0.4%	16%	False	True	684,149
60	125-065	121-120	3-265	3.1%	0-143	0.4%	53%	False	False	456,272

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-146
2.618	124-230
1.618	124-085
1.000	123-315
0.618	123-260
HIGH	123-170
0.618	123-115
0.500	123-098
0.382	123-080
LOW	123-025
0.618	122-255
1.000	122-200
1.618	122-110
2.618	121-285
4.250	121-049

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	123-122	123-126
PP	123-110	123-117
S1	123-098	123-108

Download as Excel Spreadsheet

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

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