ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	123-005	123-010	0-005	0.0%	123-230
High	123-070	123-090	0-020	0.1%	123-240
Low	122-265	122-270	0-005	0.0%	122-265
Close	122-315	123-070	0-075	0.2%	122-315
Range	0-125	0-140	0-015	12.0%	0-295
ATR	0-161	0-160	-0-002	-0.9%	0-000
Volume	380,023	358,631	-21,392	-5.6%	1,113,081

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-137	124-083	123-147
R3	123-317	123-263	123-108
R2	123-177	123-177	123-096
R1	123-123	123-123	123-083	123-150
PP	123-037	123-037	123-037	123-050
S1	122-303	122-303	123-057	123-010
S2	122-217	122-217	123-044
S3	122-077	122-163	123-032
S4	121-257	122-023	122-313

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-305	125-125	123-157
R3	125-010	124-150	123-076
R2	124-035	124-035	123-049
R1	123-175	123-175	123-022	123-118
PP	123-060	123-060	123-060	123-031
S1	122-200	122-200	122-288	122-142
S2	122-085	122-085	122-261
S3	121-110	121-225	122-234
S4	120-135	120-250	122-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-240	122-265	0-295	0.7%	0-122	0.3%	42%	False	False	294,342
10	124-240	122-265	1-295	1.6%	0-164	0.4%	20%	False	False	622,620
20	125-105	122-265	2-160	2.0%	0-164	0.4%	16%	False	False	839,820
40	126-120	122-265	3-175	2.9%	0-167	0.4%	11%	False	False	544,510
60	126-250	122-265	3-305	3.2%	0-146	0.4%	10%	False	False	363,354
80	126-250	122-040	4-210	3.8%	0-121	0.3%	23%	False	False	272,517

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	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-045
2.618	124-137
1.618	123-317
1.000	123-230
0.618	123-177
HIGH	123-090
0.618	123-037
0.500	123-020
0.382	123-003
LOW	122-270
0.618	122-183
1.000	122-130
1.618	122-043
2.618	121-223
4.250	120-315

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	123-053	123-052
PP	123-037	123-035
S1	123-020	123-018

Download as Excel Spreadsheet

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

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