ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	123-130	122-285	-0-165	-0.4%	123-150
High	123-135	123-030	-0-105	-0.3%	123-305
Low	122-270	122-265	-0-005	0.0%	123-025
Close	122-295	122-310	0-015	0.0%	123-180
Range	0-185	0-085	-0-100	-54.1%	0-280
ATR	0-160	0-155	-0-005	-3.3%	0-000
Volume	1,319,552	1,106,944	-212,608	-16.1%	5,860,079

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-243	123-202	123-037
R3	123-158	123-117	123-013
R2	123-073	123-073	123-006
R1	123-032	123-032	122-318	123-052
PP	122-308	122-308	122-308	122-319
S1	122-267	122-267	122-302	122-288
S2	122-223	122-223	122-294
S3	122-138	122-182	122-287
S4	122-053	122-097	122-263

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	123-290	122-265	1-025	0.9%	0-130	0.3%	13%	False	True	1,132,598
10	123-305	122-265	1-040	0.9%	0-130	0.3%	13%	False	True	1,153,107
20	125-000	122-265	2-055	1.8%	0-163	0.4%	6%	False	True	1,269,639
40	125-065	122-265	2-120	1.9%	0-161	0.4%	6%	False	True	917,171
60	125-065	121-120	3-265	3.1%	0-158	0.4%	42%	False	False	612,324

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-071
2.618	123-253
1.618	123-168
1.000	123-115
0.618	123-083
HIGH	123-030
0.618	122-318
0.500	122-308
0.382	122-297
LOW	122-265
0.618	122-212
1.000	122-180
1.618	122-127
2.618	122-042
4.250	121-224

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	122-309	123-060
PP	122-308	123-037
S1	122-308	123-013

Download as Excel Spreadsheet

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

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