ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	123-260	123-240	-0-020	-0.1%	123-150
High	123-305	123-290	-0-015	0.0%	123-305
Low	123-185	123-130	-0-055	-0.1%	123-025
Close	123-275	123-180	-0-095	-0.2%	123-180
Range	0-120	0-160	0-040	33.3%	0-280
ATR	0-166	0-165	0-000	-0.3%	0-000
Volume	1,434,929	976,086	-458,843	-32.0%	5,860,079

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-040	124-270	123-268
R3	124-200	124-110	123-224
R2	124-040	124-040	123-209
R1	123-270	123-270	123-195	123-235
PP	123-200	123-200	123-200	123-182
S1	123-110	123-110	123-165	123-075
S2	123-040	123-040	123-151
S3	122-200	122-270	123-136
S4	122-040	122-110	123-092

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-050	125-235	124-014
R3	125-090	124-275	123-257
R2	124-130	124-130	123-231
R1	123-315	123-315	123-206	124-062
PP	123-170	123-170	123-170	123-204
S1	123-035	123-035	123-154	123-102
S2	122-210	122-210	123-129
S3	121-250	122-075	123-103
S4	120-290	121-115	123-026

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%	0-145	0.4%	55%	False	False	1,172,015
10	124-230	123-025	1-205	1.3%	0-164	0.4%	30%	False	False	1,204,405
20	125-065	123-025	2-040	1.7%	0-173	0.4%	23%	False	False	1,294,513
40	125-065	123-025	2-040	1.7%	0-166	0.4%	23%	False	False	800,587
60	125-065	121-120	3-265	3.1%	0-152	0.4%	57%	False	False	534,210

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-010
2.618	125-069
1.618	124-229
1.000	124-130
0.618	124-069
HIGH	123-290
0.618	123-229
0.500	123-210
0.382	123-191
LOW	123-130
0.618	123-031
1.000	122-290
1.618	122-191
2.618	122-031
4.250	121-090

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	123-210	123-198
PP	123-200	123-192
S1	123-190	123-186

Download as Excel Spreadsheet

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

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