ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	122-255	123-050	0-115	0.3%	123-010
High	123-090	123-125	0-035	0.1%	123-125
Low	122-250	123-015	0-085	0.2%	122-245
Close	123-070	123-055	-0-015	0.0%	123-055
Range	0-160	0-110	-0-050	-31.3%	0-200
ATR	0-160	0-157	-0-004	-2.2%	0-000
Volume	611,562	527,322	-84,240	-13.8%	1,848,970

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-075	124-015	123-116
R3	123-285	123-225	123-085
R2	123-175	123-175	123-075
R1	123-115	123-115	123-065	123-145
PP	123-065	123-065	123-065	123-080
S1	123-005	123-005	123-045	123-035
S2	122-275	122-275	123-035
S3	122-165	122-215	123-025
S4	122-055	122-105	122-314

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-315	124-225	123-165
R3	124-115	124-025	123-110
R2	123-235	123-235	123-092
R1	123-145	123-145	123-073	123-190
PP	123-035	123-035	123-035	123-058
S1	122-265	122-265	123-037	122-310
S2	122-155	122-155	123-018
S3	121-275	122-065	123-000
S4	121-075	121-185	122-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-125	122-245	0-200	0.5%	0-140	0.4%	65%	True	False	445,798
10	124-080	122-245	1-155	1.2%	0-150	0.4%	27%	False	False	512,933
20	124-300	122-245	2-055	1.8%	0-158	0.4%	19%	False	False	741,396
40	126-120	122-245	3-195	2.9%	0-166	0.4%	11%	False	False	581,333
60	126-250	122-245	4-005	3.3%	0-150	0.4%	10%	False	False	388,189
80	126-250	122-245	4-005	3.3%	0-121	0.3%	10%	False	False	291,146

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-272
2.618	124-093
1.618	123-303
1.000	123-235
0.618	123-193
HIGH	123-125
0.618	123-083
0.500	123-070
0.382	123-057
LOW	123-015
0.618	122-267
1.000	122-225
1.618	122-157
2.618	122-047
4.250	121-188

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	123-070	123-045
PP	123-065	123-035
S1	123-060	123-025

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

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