ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	124-180	124-040	-0-140	-0.4%	123-030
High	124-185	124-085	-0-100	-0.3%	124-115
Low	124-035	123-240	-0-115	-0.3%	122-300
Close	124-055	123-310	-0-065	-0.2%	124-095
Range	0-150	0-165	0-015	10.0%	1-135
ATR	0-166	0-166	0-000	-0.1%	0-000
Volume	838,856	1,028,370	189,514	22.6%	5,360,715

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-173	125-087	124-081
R3	125-008	124-242	124-035
R2	124-163	124-163	124-020
R1	124-077	124-077	124-005	124-038
PP	123-318	123-318	123-318	123-299
S1	123-232	123-232	123-295	123-192
S2	123-153	123-153	123-280
S3	122-308	123-067	123-265
S4	122-143	122-222	123-219

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	123-005	1-200	1.3%	0-181	0.5%	59%	False	False	1,072,980
10	124-205	122-250	1-275	1.5%	0-167	0.4%	64%	False	False	912,929
20	124-240	122-245	1-315	1.6%	0-168	0.4%	61%	False	False	753,622
40	125-270	122-245	3-025	2.5%	0-163	0.4%	39%	False	False	779,122
60	126-250	122-245	4-005	3.2%	0-158	0.4%	30%	False	False	521,324
80	126-250	122-245	4-005	3.2%	0-136	0.3%	30%	False	False	391,025

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-146
2.618	125-197
1.618	125-032
1.000	124-250
0.618	124-187
HIGH	124-085
0.618	124-022
0.500	124-002
0.382	123-303
LOW	123-240
0.618	123-138
1.000	123-075
1.618	122-293
2.618	122-128
4.250	121-179

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	124-002	124-062
PP	123-318	124-038
S1	123-314	124-014

Download as Excel Spreadsheet

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

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