ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	123-020	123-005	-0-015	0.0%	123-230
High	123-030	123-070	0-040	0.1%	123-240
Low	122-290	122-265	-0-025	-0.1%	122-265
Close	122-315	122-315	0-000	0.0%	122-315
Range	0-060	0-125	0-065	108.3%	0-295
ATR	0-164	0-161	-0-003	-1.7%	0-000
Volume	133,045	380,023	246,978	185.6%	1,113,081

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-058	123-312	123-064
R3	123-253	123-187	123-029
R2	123-128	123-128	123-018
R1	123-062	123-062	123-006	123-032
PP	123-003	123-003	123-003	122-309
S1	122-257	122-257	122-304	122-228
S2	122-198	122-198	122-292
S3	122-073	122-132	122-281
S4	121-268	122-007	122-246

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	123-280	122-265	1-015	0.9%	0-133	0.3%	15%	False	True	397,061
10	124-240	122-265	1-295	1.6%	0-158	0.4%	8%	False	True	649,462
20	125-145	122-265	2-200	2.1%	0-161	0.4%	6%	False	True	853,150
40	126-150	122-265	3-205	3.0%	0-168	0.4%	4%	False	True	535,689
60	126-250	122-265	3-305	3.2%	0-145	0.4%	4%	False	True	357,377
80	126-250	122-040	4-210	3.8%	0-119	0.3%	18%	False	False	268,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	124-281
2.618	124-077
1.618	123-272
1.000	123-195
0.618	123-147
HIGH	123-070
0.618	123-022
0.500	123-008
0.382	122-313
LOW	122-265
0.618	122-188
1.000	122-140
1.618	122-063
2.618	121-258
4.250	121-054

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	123-008	123-060
PP	123-003	123-038
S1	122-319	123-017

Download as Excel Spreadsheet

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

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