ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	123-215	123-230	0-015	0.0%	124-095
High	123-280	123-240	-0-040	-0.1%	124-240
Low	123-085	123-130	0-045	0.1%	123-085
Close	123-235	123-140	-0-095	-0.2%	123-235
Range	0-195	0-110	-0-085	-43.6%	1-155
ATR	0-177	0-172	-0-005	-2.7%	0-000
Volume	872,224	398,009	-474,215	-54.4%	4,754,493

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-180	124-110	123-200
R3	124-070	124-000	123-170
R2	123-280	123-280	123-160
R1	123-210	123-210	123-150	123-190
PP	123-170	123-170	123-170	123-160
S1	123-100	123-100	123-130	123-080
S2	123-060	123-060	123-120
S3	122-270	122-310	123-110
S4	122-160	122-200	123-080

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%	0-204	0.5%	12%	False	False	903,598
10	124-300	123-085	1-215	1.4%	0-168	0.4%	10%	False	False	872,529
20	125-255	123-085	2-170	2.1%	0-166	0.4%	7%	False	False	1,007,125
40	126-250	123-085	3-165	2.8%	0-167	0.4%	5%	False	False	518,006
60	126-250	123-085	3-165	2.8%	0-143	0.4%	5%	False	False	345,459
80	126-250	122-040	4-210	3.8%	0-114	0.3%	28%	False	False	259,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-068
2.618	124-208
1.618	124-098
1.000	124-030
0.618	123-308
HIGH	123-240
0.618	123-198
0.500	123-185
0.382	123-172
LOW	123-130
0.618	123-062
1.000	123-020
1.618	122-272
2.618	122-162
4.250	121-302

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	123-185	123-242
PP	123-170	123-208
S1	123-155	123-174

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

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