ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	123-145	123-170	0-025	0.1%	123-150
High	123-175	123-175	0-000	0.0%	123-305
Low	123-040	123-090	0-050	0.1%	123-025
Close	123-160	123-115	-0-045	-0.1%	123-180
Range	0-135	0-085	-0-050	-37.0%	0-280
ATR	0-164	0-158	-0-006	-3.4%	0-000
Volume	1,290,581	969,829	-320,752	-24.9%	5,860,079

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-062	124-013	123-162
R3	123-297	123-248	123-138
R2	123-212	123-212	123-131
R1	123-163	123-163	123-123	123-145
PP	123-127	123-127	123-127	123-118
S1	123-078	123-078	123-107	123-060
S2	123-042	123-042	123-099
S3	122-277	122-313	123-092
S4	122-192	122-228	123-068

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	123-040	0-265	0.7%	0-141	0.4%	28%	False	False	1,177,212
10	124-190	123-025	1-165	1.2%	0-161	0.4%	19%	False	False	1,240,393
20	125-000	123-025	1-295	1.6%	0-163	0.4%	15%	False	False	1,265,768
40	125-065	123-025	2-040	1.7%	0-162	0.4%	13%	False	False	856,892
60	125-065	121-120	3-265	3.1%	0-155	0.4%	52%	False	False	571,883

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	124-216
2.618	124-078
1.618	123-313
1.000	123-260
0.618	123-228
HIGH	123-175
0.618	123-143
0.500	123-132
0.382	123-122
LOW	123-090
0.618	123-037
1.000	123-005
1.618	122-272
2.618	122-187
4.250	122-049

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	123-132	123-165
PP	123-127	123-148
S1	123-121	123-132

Download as Excel Spreadsheet

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

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