ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	123-155	123-195	0-040	0.1%	123-010
High	123-220	123-195	-0-025	-0.1%	123-125
Low	123-130	123-000	-0-130	-0.3%	122-245
Close	123-220	123-035	-0-185	-0.5%	123-055
Range	0-090	0-195	0-105	116.7%	0-200
ATR	0-155	0-160	0-005	3.0%	0-000
Volume	721,163	1,220,424	499,261	69.2%	1,848,970

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-022	124-223	123-142
R3	124-147	124-028	123-089
R2	123-272	123-272	123-071
R1	123-153	123-153	123-053	123-115
PP	123-077	123-077	123-077	123-058
S1	122-278	122-278	123-017	122-240
S2	122-202	122-202	122-319
S3	122-007	122-083	122-301
S4	121-132	121-208	122-248

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	122-250	0-290	0.7%	0-153	0.4%	36%	False	False	752,878
10	123-220	122-245	0-295	0.7%	0-143	0.4%	37%	False	False	518,955
20	124-300	122-245	2-055	1.8%	0-156	0.4%	16%	False	False	695,742
40	125-270	122-245	3-025	2.5%	0-158	0.4%	11%	False	False	646,547
60	126-250	122-245	4-005	3.3%	0-155	0.4%	9%	False	False	431,938
80	126-250	122-245	4-005	3.3%	0-126	0.3%	9%	False	False	323,964

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-064
2.618	125-066
1.618	124-191
1.000	124-070
0.618	123-316
HIGH	123-195
0.618	123-121
0.500	123-098
0.382	123-074
LOW	123-000
0.618	122-199
1.000	122-125
1.618	122-004
2.618	121-129
4.250	120-131

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	123-098	123-100
PP	123-077	123-078
S1	123-056	123-057

Download as Excel Spreadsheet

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

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