ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	123-030	123-155	0-125	0.3%	123-010
High	123-190	123-220	0-030	0.1%	123-125
Low	122-300	123-130	0-150	0.4%	122-245
Close	123-150	123-220	0-070	0.2%	123-055
Range	0-210	0-090	-0-120	-57.1%	0-200
ATR	0-160	0-155	-0-005	-3.1%	0-000
Volume	683,923	721,163	37,240	5.4%	1,848,970

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-140	124-110	123-270
R3	124-050	124-020	123-245
R2	123-280	123-280	123-236
R1	123-250	123-250	123-228	123-265
PP	123-190	123-190	123-190	123-198
S1	123-160	123-160	123-212	123-175
S2	123-100	123-100	123-204
S3	123-010	123-070	123-195
S4	122-240	122-300	123-170

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	123-220	122-245	0-295	0.7%	0-147	0.4%	100%	True	False	579,085
10	123-240	122-245	0-315	0.8%	0-134	0.3%	94%	False	False	436,713
20	124-300	122-245	2-055	1.8%	0-152	0.4%	42%	False	False	669,826
40	126-120	122-245	3-195	2.9%	0-167	0.4%	26%	False	False	616,163
60	126-250	122-245	4-005	3.2%	0-152	0.4%	23%	False	False	411,604
80	126-250	122-245	4-005	3.2%	0-125	0.3%	23%	False	False	308,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-282
2.618	124-136
1.618	124-046
1.000	123-310
0.618	123-276
HIGH	123-220
0.618	123-186
0.500	123-175
0.382	123-164
LOW	123-130
0.618	123-074
1.000	123-040
1.618	122-304
2.618	122-214
4.250	122-068

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	123-205	123-180
PP	123-190	123-140
S1	123-175	123-100

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

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