ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	123-050	123-030	-0-020	-0.1%	123-010
High	123-125	123-190	0-065	0.2%	123-125
Low	123-015	122-300	-0-035	-0.1%	122-245
Close	123-055	123-150	0-095	0.2%	123-055
Range	0-110	0-210	0-100	90.9%	0-200
ATR	0-157	0-160	0-004	2.4%	0-000
Volume	527,322	683,923	156,601	29.7%	1,848,970

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-097	125-013	123-266
R3	124-207	124-123	123-208
R2	123-317	123-317	123-188
R1	123-233	123-233	123-169	123-275
PP	123-107	123-107	123-107	123-128
S1	123-023	123-023	123-131	123-065
S2	122-217	122-217	123-112
S3	122-007	122-133	123-092
S4	121-117	121-243	123-034

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	123-190	122-245	0-265	0.7%	0-157	0.4%	85%	True	False	506,578
10	123-280	122-245	1-035	0.9%	0-145	0.4%	63%	False	False	451,819
20	124-300	122-245	2-055	1.8%	0-161	0.4%	32%	False	False	717,320
40	126-120	122-245	3-195	2.9%	0-168	0.4%	19%	False	False	598,264
60	126-250	122-245	4-005	3.3%	0-152	0.4%	18%	False	False	399,587
80	126-250	122-245	4-005	3.3%	0-124	0.3%	18%	False	False	299,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	126-122
2.618	125-100
1.618	124-210
1.000	124-080
0.618	124-000
HIGH	123-190
0.618	123-110
0.500	123-085
0.382	123-060
LOW	122-300
0.618	122-170
1.000	122-090
1.618	121-280
2.618	121-070
4.250	120-048

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	123-128	123-120
PP	123-107	123-090
S1	123-085	123-060

Download as Excel Spreadsheet

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

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