ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	123-150	123-135	-0-015	0.0%	124-190
High	123-170	123-180	0-010	0.0%	124-230
Low	123-025	123-085	0-060	0.2%	123-050
Close	123-135	123-150	0-015	0.0%	123-145
Range	0-145	0-095	-0-050	-34.5%	1-180
ATR	0-172	0-167	-0-006	-3.2%	0-000
Volume	1,183,796	1,050,629	-133,167	-11.2%	6,183,971

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-062	123-202
R3	124-008	123-287	123-176
R2	123-233	123-233	123-167
R1	123-192	123-192	123-159	123-212
PP	123-138	123-138	123-138	123-149
S1	123-097	123-097	123-141	123-118
S2	123-043	123-043	123-133
S3	122-268	123-002	123-124
S4	122-173	122-227	123-098

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%	0-181	0.5%	26%	False	False	1,303,574
10	125-000	123-025	1-295	1.6%	0-180	0.5%	20%	False	False	1,345,628
20	125-065	123-025	2-040	1.7%	0-173	0.4%	18%	False	False	1,323,608
40	125-065	123-025	2-040	1.7%	0-168	0.4%	18%	False	False	710,381
60	125-065	121-120	3-265	3.1%	0-145	0.4%	55%	False	False	473,782

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-264
2.618	124-109
1.618	124-014
1.000	123-275
0.618	123-239
HIGH	123-180
0.618	123-144
0.500	123-132
0.382	123-121
LOW	123-085
0.618	123-026
1.000	122-310
1.618	122-251
2.618	122-156
4.250	122-001

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	123-144	123-134
PP	123-138	123-118
S1	123-132	123-102

Download as Excel Spreadsheet

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

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