ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	123-110	123-260	0-150	0.4%	124-190
High	123-295	123-305	0-010	0.0%	124-230
Low	123-090	123-185	0-095	0.2%	123-050
Close	123-255	123-275	0-020	0.1%	123-145
Range	0-205	0-120	-0-085	-41.5%	1-180
ATR	0-169	0-166	-0-004	-2.1%	0-000
Volume	1,214,639	1,434,929	220,290	18.1%	6,183,971

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-295	124-245	124-021
R3	124-175	124-125	123-308
R2	124-055	124-055	123-297
R1	124-005	124-005	123-286	124-030
PP	123-255	123-255	123-255	123-268
S1	123-205	123-205	123-264	123-230
S2	123-135	123-135	123-253
S3	123-015	123-085	123-242
S4	122-215	122-285	123-209

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	123-305	123-025	0-280	0.7%	0-131	0.3%	89%	True	False	1,173,617
10	125-000	123-025	1-295	1.6%	0-166	0.4%	41%	False	False	1,279,346
20	125-065	123-025	2-040	1.7%	0-176	0.4%	37%	False	False	1,319,874
40	125-065	123-025	2-040	1.7%	0-164	0.4%	37%	False	False	776,339
60	125-065	121-120	3-265	3.1%	0-150	0.4%	65%	False	False	517,942

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-175
2.618	124-299
1.618	124-179
1.000	124-105
0.618	124-059
HIGH	123-305
0.618	123-259
0.500	123-245
0.382	123-231
LOW	123-185
0.618	123-111
1.000	123-065
1.618	122-311
2.618	122-191
4.250	121-315

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	123-265	123-248
PP	123-255	123-222
S1	123-245	123-195

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