ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 125-000 124-090 -0-230 -0.6% 124-015
High 125-005 124-145 -0-180 -0.4% 124-275
Low 124-070 124-020 -0-050 -0.1% 123-260
Close 124-105 124-105 0-000 0.0% 124-170
Range 0-255 0-125 -0-130 -51.0% 1-015
ATR 0-165 0-162 -0-003 -1.7% 0-000
Volume 1,297,735 1,267,333 -30,402 -2.3% 5,913,257
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-145 125-090 124-174
R3 125-020 124-285 124-139
R2 124-215 124-215 124-128
R1 124-160 124-160 124-116 124-188
PP 124-090 124-090 124-090 124-104
S1 124-035 124-035 124-094 124-062
S2 123-285 123-285 124-082
S3 123-160 123-230 124-071
S4 123-035 123-105 124-036
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
5 125-065 124-020 1-045 0.9% 0-175 0.4% 23% False True 1,324,842
10 125-065 123-230 1-155 1.2% 0-162 0.4% 41% False False 1,008,052
20 125-065 123-160 1-225 1.4% 0-162 0.4% 49% False False 511,084
40 125-065 121-120 3-265 3.1% 0-154 0.4% 77% False False 256,623
Crabel Price Patterns
NR True
NR4 True
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-036
2.618 125-152
1.618 125-027
1.000 124-270
0.618 124-222
HIGH 124-145
0.618 124-097
0.500 124-082
0.382 124-068
LOW 124-020
0.618 123-263
1.000 123-215
1.618 123-138
2.618 123-013
4.250 122-129
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 124-098 124-202
PP 124-090 124-170
S1 124-082 124-138

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

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