ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 123-200 123-240 0-040 0.1% 125-060
High 123-270 124-070 0-120 0.3% 125-065
Low 123-160 123-220 0-060 0.2% 123-105
Close 123-250 124-020 0-090 0.2% 123-175
Range 0-110 0-170 0-060 54.5% 1-280
ATR 0-160 0-161 0-001 0.5% 0-000
Volume 1,040,177 1,282,405 242,228 23.3% 6,879,801
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-187 125-113 124-114
R3 125-017 124-263 124-067
R2 124-167 124-167 124-051
R1 124-093 124-093 124-036 124-130
PP 123-317 123-317 123-317 124-015
S1 123-243 123-243 124-004 123-280
S2 123-147 123-147 123-309
S3 122-297 123-073 123-293
S4 122-127 122-223 123-246
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
5 124-105 123-105 1-000 0.8% 0-158 0.4% 73% False False 1,197,619
10 125-065 123-105 1-280 1.5% 0-166 0.4% 39% False False 1,261,231
20 125-065 123-105 1-280 1.5% 0-160 0.4% 39% False False 808,579
40 125-065 122-060 3-005 2.4% 0-158 0.4% 62% False False 406,304
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-152
2.618 125-195
1.618 125-025
1.000 124-240
0.618 124-175
HIGH 124-070
0.618 124-005
0.500 123-305
0.382 123-285
LOW 123-220
0.618 123-115
1.000 123-050
1.618 122-265
2.618 122-095
4.250 121-138
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 124-008 123-314
PP 123-317 123-288
S1 123-305 123-262

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

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