ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	123-230	123-140	-0-090	-0.2%	124-095
High	123-240	123-175	-0-065	-0.2%	124-240
Low	123-130	123-000	-0-130	-0.3%	123-085
Close	123-140	123-015	-0-125	-0.3%	123-235
Range	0-110	0-175	0-065	59.1%	1-155
ATR	0-172	0-172	0-000	0.1%	0-000
Volume	398,009	202,004	-196,005	-49.2%	4,754,493

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-268	124-157	123-111
R3	124-093	123-302	123-063
R2	123-238	123-238	123-047
R1	123-127	123-127	123-031	123-095
PP	123-063	123-063	123-063	123-048
S1	122-272	122-272	122-319	122-240
S2	122-208	122-208	122-303
S3	122-033	122-097	122-287
S4	121-178	121-242	122-239

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	123-000	1-240	1.4%	0-211	0.5%	3%	False	True	812,802
10	124-265	123-000	1-265	1.5%	0-168	0.4%	3%	False	True	791,843
20	125-255	123-000	2-255	2.3%	0-168	0.4%	2%	False	True	962,745
40	126-250	123-000	3-250	3.1%	0-170	0.4%	1%	False	True	523,030
60	126-250	123-000	3-250	3.1%	0-144	0.4%	1%	False	True	348,826
80	126-250	122-040	4-210	3.8%	0-117	0.3%	20%	False	False	261,620

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-279
2.618	124-313
1.618	124-138
1.000	124-030
0.618	123-283
HIGH	123-175
0.618	123-108
0.500	123-088
0.382	123-067
LOW	123-000
0.618	122-212
1.000	122-145
1.618	122-037
2.618	121-182
4.250	120-216

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	123-088	123-140
PP	123-063	123-098
S1	123-039	123-057

Download as Excel Spreadsheet

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

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