ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	124-095	124-065	-0-030	-0.1%	124-095
High	124-160	124-195	0-035	0.1%	124-300
Low	124-045	124-055	0-010	0.0%	124-035
Close	124-075	124-175	0-100	0.3%	124-085
Range	0-115	0-140	0-025	21.7%	0-265
ATR	0-158	0-156	-0-001	-0.8%	0-000
Volume	634,511	655,984	21,473	3.4%	4,274,908

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-242	125-188	124-252
R3	125-102	125-048	124-214
R2	124-282	124-282	124-201
R1	124-228	124-228	124-188	124-255
PP	124-142	124-142	124-142	124-155
S1	124-088	124-088	124-162	124-115
S2	124-002	124-002	124-149
S3	123-182	123-268	124-136
S4	123-042	123-128	124-098

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-295	126-135	124-231
R3	126-030	125-190	124-158
R2	125-085	125-085	124-134
R1	124-245	124-245	124-109	124-192
PP	124-140	124-140	124-140	124-114
S1	123-300	123-300	124-061	123-248
S2	123-195	123-195	124-036
S3	122-250	123-035	124-012
S4	121-305	122-090	123-259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-265	124-035	0-230	0.6%	0-126	0.3%	61%	False	False	770,885
10	125-035	123-240	1-115	1.1%	0-157	0.4%	59%	False	False	981,150
20	125-260	123-240	2-020	1.7%	0-157	0.4%	39%	False	False	837,048
40	126-250	123-240	3-010	2.4%	0-156	0.4%	26%	False	False	421,569
60	126-250	123-240	3-010	2.4%	0-128	0.3%	26%	False	False	281,093

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-150
2.618	125-242
1.618	125-102
1.000	125-015
0.618	124-282
HIGH	124-195
0.618	124-142
0.500	124-125
0.382	124-108
LOW	124-055
0.618	123-288
1.000	123-235
1.618	123-148
2.618	123-008
4.250	122-100

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	124-158	124-156
PP	124-142	124-137
S1	124-125	124-118

Download as Excel Spreadsheet

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

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