ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 124-090 124-085 -0-005 0.0% 124-015
High 124-145 124-105 -0-040 -0.1% 124-275
Low 124-020 123-285 -0-055 -0.1% 123-260
Close 124-105 124-005 -0-100 -0.3% 124-170
Range 0-125 0-140 0-015 12.0% 1-015
ATR 0-162 0-161 -0-002 -1.0% 0-000
Volume 1,267,333 1,081,753 -185,580 -14.6% 5,913,257
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-125 125-045 124-082
R3 124-305 124-225 124-044
R2 124-165 124-165 124-031
R1 124-085 124-085 124-018 124-055
PP 124-025 124-025 124-025 124-010
S1 123-265 123-265 123-312 123-235
S2 123-205 123-205 123-299
S3 123-065 123-125 123-286
S4 122-245 122-305 123-248
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
5 125-065 123-285 1-100 1.1% 0-181 0.5% 10% False True 1,333,538
10 125-065 123-230 1-155 1.2% 0-154 0.4% 20% False False 1,112,686
20 125-065 123-160 1-225 1.4% 0-159 0.4% 30% False False 564,703
40 125-065 121-120 3-265 3.1% 0-156 0.4% 69% False False 283,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-060
2.618 125-152
1.618 125-012
1.000 124-245
0.618 124-192
HIGH 124-105
0.618 124-052
0.500 124-035
0.382 124-018
LOW 123-285
0.618 123-198
1.000 123-145
1.618 123-058
2.618 122-238
4.250 122-010
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 124-035 124-145
PP 124-025 124-098
S1 124-015 124-052

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

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