ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	124-045	123-215	-0-150	-0.4%	124-095
High	124-080	123-280	-0-120	-0.3%	124-240
Low	123-135	123-085	-0-050	-0.1%	123-085
Close	123-210	123-235	0-025	0.1%	123-235
Range	0-265	0-195	-0-070	-26.4%	1-155
ATR	0-175	0-177	0-001	0.8%	0-000
Volume	1,295,056	872,224	-422,832	-32.6%	4,754,493

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-145	125-065	124-022
R3	124-270	124-190	123-289
R2	124-075	124-075	123-271
R1	123-315	123-315	123-253	124-035
PP	123-200	123-200	123-200	123-220
S1	123-120	123-120	123-217	123-160
S2	123-005	123-005	123-199
S3	122-130	122-245	123-181
S4	121-255	122-050	123-128

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-118	127-172	124-176
R3	126-283	126-017	124-046
R2	125-128	125-128	124-002
R1	124-182	124-182	123-279	124-078
PP	123-293	123-293	123-293	123-241
S1	123-027	123-027	123-191	122-242
S2	122-138	122-138	123-148
S3	120-303	121-192	123-104
S4	119-148	120-037	122-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-240	123-085	1-155	1.2%	0-205	0.5%	32%	False	True	950,898
10	124-300	123-085	1-215	1.4%	0-170	0.4%	28%	False	True	902,940
20	125-255	123-085	2-170	2.0%	0-166	0.4%	19%	False	True	1,002,080
40	126-250	123-085	3-165	2.8%	0-165	0.4%	13%	False	True	508,073
60	126-250	123-085	3-165	2.8%	0-141	0.4%	13%	False	True	338,826
80	126-250	122-040	4-210	3.8%	0-113	0.3%	35%	False	False	254,120

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	126-149
2.618	125-151
1.618	124-276
1.000	124-155
0.618	124-081
HIGH	123-280
0.618	123-206
0.500	123-182
0.382	123-159
LOW	123-085
0.618	122-284
1.000	122-210
1.618	122-089
2.618	121-214
4.250	120-216

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	123-218	124-002
PP	123-200	123-293
S1	123-182	123-264

Download as Excel Spreadsheet

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

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