ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 123-190 123-200 0-010 0.0% 125-060
High 123-240 123-270 0-030 0.1% 125-065
Low 123-135 123-160 0-025 0.1% 123-105
Close 123-210 123-250 0-040 0.1% 123-175
Range 0-105 0-110 0-005 4.8% 1-280
ATR 0-164 0-160 -0-004 -2.3% 0-000
Volume 888,360 1,040,177 151,817 17.1% 6,879,801
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 124-237 124-193 123-310
R3 124-127 124-083 123-280
R2 124-017 124-017 123-270
R1 123-293 123-293 123-260 123-315
PP 123-227 123-227 123-227 123-238
S1 123-183 123-183 123-240 123-205
S2 123-117 123-117 123-230
S3 123-007 123-073 123-220
S4 122-217 122-283 123-190
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-208 128-152 124-185
R3 127-248 126-192 124-020
R2 125-288 125-288 123-285
R1 124-232 124-232 123-230 124-120
PP 124-008 124-008 124-008 123-272
S1 122-272 122-272 123-120 122-160
S2 122-048 122-048 123-065
S3 120-088 120-312 123-010
S4 118-128 119-032 122-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 123-105 1-040 0.9% 0-149 0.4% 40% False False 1,194,605
10 125-065 123-105 1-280 1.5% 0-165 0.4% 24% False False 1,301,588
20 125-065 123-105 1-280 1.5% 0-160 0.4% 24% False False 744,824
40 125-065 122-060 3-005 2.4% 0-156 0.4% 53% False False 374,249
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-098
2.618 124-238
1.618 124-128
1.000 124-060
0.618 124-018
HIGH 123-270
0.618 123-228
0.500 123-215
0.382 123-202
LOW 123-160
0.618 123-092
1.000 123-050
1.618 122-302
2.618 122-192
4.250 122-012
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 123-238 123-246
PP 123-227 123-242
S1 123-215 123-238

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

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