ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	124-040	123-295	-0-065	-0.2%	123-030
High	124-085	124-120	0-035	0.1%	124-115
Low	123-240	123-275	0-035	0.1%	122-300
Close	123-310	124-085	0-095	0.2%	124-095
Range	0-165	0-165	0-000	0.0%	1-135
ATR	0-166	0-166	0-000	0.0%	0-000
Volume	1,028,370	842,611	-185,759	-18.1%	5,360,715

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-228	125-162	124-176
R3	125-063	124-317	124-130
R2	124-218	124-218	124-115
R1	124-152	124-152	124-100	124-185
PP	124-053	124-053	124-053	124-070
S1	123-307	123-307	124-070	124-020
S2	123-208	123-208	124-055
S3	123-043	123-142	124-040
S4	122-198	122-297	123-314

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	123-085	1-120	1.1%	0-192	0.5%	73%	False	False	1,031,111
10	124-205	122-300	1-225	1.4%	0-168	0.4%	78%	False	False	936,034
20	124-240	122-245	1-315	1.6%	0-169	0.4%	76%	False	False	762,953
40	125-260	122-245	3-015	2.5%	0-163	0.4%	49%	False	False	800,000
60	126-250	122-245	4-005	3.2%	0-160	0.4%	37%	False	False	535,364
80	126-250	122-245	4-005	3.2%	0-138	0.3%	37%	False	False	401,558

Crabel Price Patterns
NR	False
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	0-024

Fibonacci Retracements and Extensions
4.250	126-181
2.618	125-232
1.618	125-067
1.000	124-285
0.618	124-222
HIGH	124-120
0.618	124-057
0.500	124-038
0.382	124-018
LOW	123-275
0.618	123-173
1.000	123-110
1.618	123-008
2.618	122-163
4.250	121-214

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	124-069	124-074
PP	124-053	124-063
S1	124-038	124-052

Download as Excel Spreadsheet

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

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