ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	124-085	124-180	0-095	0.2%	123-030
High	124-205	124-185	-0-020	-0.1%	124-115
Low	124-075	124-035	-0-040	-0.1%	122-300
Close	124-185	124-055	-0-130	-0.3%	124-095
Range	0-130	0-150	0-020	15.4%	1-135
ATR	0-167	0-166	-0-001	-0.7%	0-000
Volume	762,470	838,856	76,386	10.0%	5,360,715

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-222	125-128	124-138
R3	125-072	124-298	124-096
R2	124-242	124-242	124-082
R1	124-148	124-148	124-069	124-120
PP	124-092	124-092	124-092	124-078
S1	123-318	123-318	124-041	123-290
S2	123-262	123-262	124-028
S3	123-112	123-168	124-014
S4	122-282	123-018	123-292

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%	0-187	0.5%	71%	False	False	1,111,391
10	124-205	122-245	1-280	1.5%	0-167	0.4%	75%	False	False	845,238
20	124-240	122-245	1-315	1.6%	0-165	0.4%	71%	False	False	733,929
40	125-270	122-245	3-025	2.5%	0-162	0.4%	46%	False	False	753,990
60	126-250	122-245	4-005	3.2%	0-158	0.4%	35%	False	False	504,208
80	126-250	122-245	4-005	3.2%	0-134	0.3%	35%	False	False	378,171

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-182
2.618	125-258
1.618	125-108
1.000	125-015
0.618	124-278
HIGH	124-185
0.618	124-128
0.500	124-110
0.382	124-092
LOW	124-035
0.618	123-262
1.000	123-205
1.618	123-112
2.618	122-282
4.250	122-038

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	124-110	124-032
PP	124-092	124-008
S1	124-073	123-305

Download as Excel Spreadsheet

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

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