ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	123-140	123-020	-0-120	-0.3%	124-095
High	123-175	123-030	-0-145	-0.4%	124-240
Low	123-000	122-290	-0-030	-0.1%	123-085
Close	123-015	122-315	-0-020	-0.1%	123-235
Range	0-175	0-060	-0-115	-65.7%	1-155
ATR	0-172	0-164	-0-008	-4.7%	0-000
Volume	202,004	133,045	-68,959	-34.1%	4,754,493

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-178	123-147	123-028
R3	123-118	123-087	123-012
R2	123-058	123-058	123-006
R1	123-027	123-027	123-000	123-012
PP	122-318	122-318	122-318	122-311
S1	122-287	122-287	122-310	122-272
S2	122-258	122-258	122-304
S3	122-198	122-227	122-298
S4	122-138	122-167	122-282

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	124-080	122-290	1-110	1.1%	0-161	0.4%	6%	False	True	580,067
10	124-240	122-290	1-270	1.5%	0-160	0.4%	4%	False	True	714,674
20	125-230	122-290	2-260	2.3%	0-164	0.4%	3%	False	True	893,316
40	126-250	122-290	3-280	3.2%	0-170	0.4%	2%	False	True	526,279
60	126-250	122-290	3-280	3.2%	0-145	0.4%	2%	False	True	351,043
80	126-250	122-040	4-210	3.8%	0-117	0.3%	18%	False	False	263,284

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	123-285
2.618	123-187
1.618	123-127
1.000	123-090
0.618	123-067
HIGH	123-030
0.618	123-007
0.500	123-000
0.382	122-313
LOW	122-290
0.618	122-253
1.000	122-230
1.618	122-193
2.618	122-133
4.250	122-035

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	123-000	123-105
PP	122-318	123-068
S1	122-317	123-032

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

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