ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 02-Apr-2014

Day Change Summary
	Previous	Current
	01-Apr-2014	02-Apr-2014	Change	Change %	Previous Week
Open	123-170	123-130	-0-040	-0.1%	123-150
High	123-175	123-135	-0-040	-0.1%	123-305
Low	123-090	122-270	-0-140	-0.4%	123-025
Close	123-115	122-295	-0-140	-0.4%	123-180
Range	0-085	0-185	0-100	117.6%	0-280
ATR	0-158	0-160	0-002	1.2%	0-000
Volume	969,829	1,319,552	349,723	36.1%	5,860,079

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-255	124-140	123-077
R3	124-070	123-275	123-026
R2	123-205	123-205	123-009
R1	123-090	123-090	122-312	123-055
PP	123-020	123-020	123-020	123-002
S1	122-225	122-225	122-278	122-190
S2	122-155	122-155	122-261
S3	121-290	122-040	122-244
S4	121-105	121-175	122-193

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	122-270	1-035	0.9%	0-137	0.3%	7%	False	True	1,198,195
10	123-305	122-270	1-035	0.9%	0-134	0.3%	7%	False	True	1,201,291
20	125-000	122-270	2-050	1.8%	0-166	0.4%	4%	False	True	1,268,379
40	125-065	122-270	2-115	1.9%	0-164	0.4%	3%	False	True	889,732
60	125-065	121-120	3-265	3.1%	0-158	0.4%	40%	False	False	593,875

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-281
2.618	124-299
1.618	124-114
1.000	124-000
0.618	123-249
HIGH	123-135
0.618	123-064
0.500	123-042
0.382	123-021
LOW	122-270
0.618	122-156
1.000	122-085
1.618	121-291
2.618	121-106
4.250	120-124

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	123-042	123-062
PP	123-020	123-033
S1	122-318	123-004

Download as Excel Spreadsheet

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

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