ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 09-Jan-2014

Day Change Summary
	Previous	Current
	08-Jan-2014	09-Jan-2014	Change	Change %	Previous Week
Open	123-195	123-040	-0-155	-0.4%	123-010
High	123-195	123-115	-0-080	-0.2%	123-125
Low	123-000	123-005	0-005	0.0%	122-245
Close	123-035	123-105	0-070	0.2%	123-055
Range	0-195	0-110	-0-085	-43.6%	0-200
ATR	0-160	0-156	-0-004	-2.2%	0-000
Volume	1,220,424	1,051,953	-168,471	-13.8%	1,848,970

Daily Pivots for day following 09-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-085	124-045	123-166
R3	123-295	123-255	123-135
R2	123-185	123-185	123-125
R1	123-145	123-145	123-115	123-165
PP	123-075	123-075	123-075	123-085
S1	123-035	123-035	123-095	123-055
S2	122-285	122-285	123-085
S3	122-175	122-245	123-075
S4	122-065	122-135	123-044

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	122-300	0-240	0.6%	0-143	0.4%	52%	False	False	840,957
10	123-220	122-245	0-295	0.7%	0-136	0.3%	61%	False	False	603,950
20	124-265	122-245	2-020	1.7%	0-152	0.4%	27%	False	False	697,896
40	125-270	122-245	3-025	2.5%	0-159	0.4%	18%	False	False	672,593
60	126-250	122-245	4-005	3.3%	0-156	0.4%	14%	False	False	449,470
80	126-250	122-245	4-005	3.3%	0-128	0.3%	14%	False	False	337,113

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-262
2.618	124-083
1.618	123-293
1.000	123-225
0.618	123-183
HIGH	123-115
0.618	123-073
0.500	123-060
0.382	123-047
LOW	123-005
0.618	122-257
1.000	122-215
1.618	122-147
2.618	122-037
4.250	121-178

Fisher Pivots for day following 09-Jan-2014
Pivot	1 day	3 day
R1	123-090	123-110
PP	123-075	123-108
S1	123-060	123-107

Download as Excel Spreadsheet

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

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