ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 124-240 125-060 0-140 0.4% 124-015
High 124-275 125-065 0-110 0.3% 124-275
Low 124-060 124-215 0-155 0.4% 123-260
Close 124-170 124-315 0-145 0.4% 124-170
Range 0-215 0-170 -0-045 -20.9% 1-015
ATR 0-154 0-158 0-004 2.8% 0-000
Volume 1,483,292 1,537,578 54,286 3.7% 5,913,257
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-175 126-095 125-088
R3 126-005 125-245 125-042
R2 125-155 125-155 125-026
R1 125-075 125-075 125-011 125-030
PP 124-305 124-305 124-305 124-282
S1 124-225 124-225 124-299 124-180
S2 124-135 124-135 124-284
S3 123-285 124-055 124-268
S4 123-115 123-205 124-222
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-173 127-027 125-034
R3 126-158 126-012 124-262
R2 125-143 125-143 124-231
R1 124-317 124-317 124-201 125-070
PP 124-128 124-128 124-128 124-165
S1 123-302 123-302 124-139 124-055
S2 123-113 123-113 124-109
S3 122-098 122-287 124-078
S4 121-083 121-272 123-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-065 123-300 1-085 1.0% 0-156 0.4% 83% True False 1,397,360
10 125-065 123-230 1-155 1.2% 0-160 0.4% 85% True False 756,746
20 125-065 123-160 1-225 1.4% 0-161 0.4% 87% True False 383,304
40 125-065 121-120 3-265 3.1% 0-145 0.4% 94% True False 192,497
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-148
2.618 126-190
1.618 126-020
1.000 125-235
0.618 125-170
HIGH 125-065
0.618 125-000
0.500 124-300
0.382 124-280
LOW 124-215
0.618 124-110
1.000 124-045
1.618 123-260
2.618 123-090
4.250 122-132
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 124-310 124-284
PP 124-305 124-253
S1 124-300 124-222

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

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