ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	124-240	124-130	-0-110	-0.3%	125-075
High	124-265	124-175	-0-090	-0.2%	125-105
Low	124-120	124-035	-0-085	-0.2%	123-240
Close	124-165	124-080	-0-085	-0.2%	124-070
Range	0-145	0-140	-0-005	-3.4%	1-185
ATR	0-168	0-166	-0-002	-1.2%	0-000
Volume	904,738	1,032,146	127,408	14.1%	6,295,301

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-197	125-118	124-157
R3	125-057	124-298	124-118
R2	124-237	124-237	124-106
R1	124-158	124-158	124-093	124-128
PP	124-097	124-097	124-097	124-081
S1	124-018	124-018	124-067	123-308
S2	123-277	123-277	124-054
S3	123-137	123-198	124-042
S4	122-317	123-058	124-003

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-053	128-087	125-028
R3	127-188	126-222	124-209
R2	126-003	126-003	124-163
R1	125-037	125-037	124-116	124-248
PP	124-138	124-138	124-138	124-084
S1	123-172	123-172	124-024	123-062
S2	122-273	122-273	123-297
S3	121-088	121-307	123-251
S4	119-223	120-122	123-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-300	123-240	1-060	1.0%	0-170	0.4%	42%	False	False	1,063,779
10	125-145	123-240	1-225	1.4%	0-164	0.4%	29%	False	False	1,056,838
20	125-270	123-240	2-030	1.7%	0-162	0.4%	24%	False	False	743,431
40	126-250	123-240	3-010	2.4%	0-157	0.4%	16%	False	False	373,678
60	126-250	123-240	3-010	2.4%	0-122	0.3%	16%	False	False	249,134

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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-130
2.618	125-222
1.618	125-082
1.000	124-315
0.618	124-262
HIGH	124-175
0.618	124-122
0.500	124-105
0.382	124-088
LOW	124-035
0.618	123-268
1.000	123-215
1.618	123-128
2.618	122-308
4.250	122-080

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	124-105	124-168
PP	124-097	124-138
S1	124-088	124-109

Download as Excel Spreadsheet

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

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