ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	123-100	124-085	0-305	0.8%	123-030
High	124-115	124-205	0-090	0.2%	124-115
Low	123-085	124-075	0-310	0.8%	122-300
Close	124-095	124-185	0-090	0.2%	124-095
Range	1-030	0-130	-0-220	-62.9%	1-135
ATR	0-170	0-167	-0-003	-1.7%	0-000
Volume	1,683,252	762,470	-920,782	-54.7%	5,360,715

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-225	125-175	124-256
R3	125-095	125-045	124-221
R2	124-285	124-285	124-209
R1	124-235	124-235	124-197	124-260
PP	124-155	124-155	124-155	124-168
S1	124-105	124-105	124-173	124-130
S2	124-025	124-025	124-161
S3	123-215	123-295	124-149
S4	123-085	123-165	124-114

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	124-205	123-000	1-205	1.3%	0-175	0.4%	96%	True	False	1,087,852
10	124-205	122-245	1-280	1.5%	0-166	0.4%	97%	True	False	797,215
20	124-240	122-245	1-315	1.6%	0-162	0.4%	91%	False	False	723,338
40	125-270	122-245	3-025	2.5%	0-162	0.4%	59%	False	False	733,385
60	126-250	122-245	4-005	3.2%	0-159	0.4%	45%	False	False	490,232
80	126-250	122-245	4-005	3.2%	0-132	0.3%	45%	False	False	367,685

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-118
2.618	125-225
1.618	125-095
1.000	125-015
0.618	124-285
HIGH	124-205
0.618	124-155
0.500	124-140
0.382	124-125
LOW	124-075
0.618	123-315
1.000	123-265
1.618	123-185
2.618	123-055
4.250	122-162

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	124-170	124-105
PP	124-155	124-025
S1	124-140	123-265

Download as Excel Spreadsheet

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

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