ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	123-040	123-100	0-060	0.2%	123-030
High	123-115	124-115	1-000	0.8%	124-115
Low	123-005	123-085	0-080	0.2%	122-300
Close	123-105	124-095	0-310	0.8%	124-095
Range	0-110	1-030	0-240	218.2%	1-135
ATR	0-156	0-170	0-014	8.8%	0-000
Volume	1,051,953	1,683,252	631,299	60.0%	5,360,715

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-082	126-278	124-288
R3	126-052	125-248	124-191
R2	125-022	125-022	124-159
R1	124-218	124-218	124-127	124-280
PP	123-312	123-312	123-312	124-022
S1	123-188	123-188	124-063	123-250
S2	122-282	122-282	124-031
S3	121-252	122-158	123-319
S4	120-222	121-128	123-222

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-042	127-203	125-025
R3	126-227	126-068	124-220
R2	125-092	125-092	124-178
R1	124-253	124-253	124-137	125-012
PP	123-277	123-277	123-277	123-316
S1	123-118	123-118	124-053	123-198
S2	122-142	122-142	124-012
S3	121-007	121-303	123-290
S4	119-192	120-168	123-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-115	122-300	1-135	1.1%	0-191	0.5%	96%	True	False	1,072,143
10	124-115	122-245	1-190	1.3%	0-166	0.4%	96%	True	False	758,970
20	124-240	122-245	1-315	1.6%	0-163	0.4%	77%	False	False	736,822
40	125-270	122-245	3-025	2.5%	0-166	0.4%	50%	False	False	714,662
60	126-250	122-245	4-005	3.2%	0-161	0.4%	38%	False	False	477,524
80	126-250	122-245	4-005	3.2%	0-131	0.3%	38%	False	False	358,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 42 trading days

Fibonacci Retracements and Extensions
4.250	129-002
2.618	127-071
1.618	126-041
1.000	125-145
0.618	125-011
HIGH	124-115
0.618	123-301
0.500	123-260
0.382	123-219
LOW	123-085
0.618	122-189
1.000	122-055
1.618	121-159
2.618	120-129
4.250	118-198

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	124-043	124-029
PP	123-312	123-283
S1	123-260	123-218

Download as Excel Spreadsheet

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

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