ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 17-Jan-2014

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	123-295	124-095	0-120	0.3%	124-085
High	124-120	124-160	0-040	0.1%	124-205
Low	123-275	124-050	0-095	0.2%	123-240
Close	124-085	124-135	0-050	0.1%	124-135
Range	0-165	0-110	-0-055	-33.3%	0-285
ATR	0-166	0-162	-0-004	-2.4%	0-000
Volume	842,611	703,983	-138,628	-16.5%	4,176,290

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-125	125-080	124-196
R3	125-015	124-290	124-165
R2	124-225	124-225	124-155
R1	124-180	124-180	124-145	124-202
PP	124-115	124-115	124-115	124-126
S1	124-070	124-070	124-125	124-092
S2	124-005	124-005	124-115
S3	123-215	123-280	124-105
S4	123-105	123-170	124-074

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-302	126-183	124-292
R3	126-017	125-218	124-213
R2	125-052	125-052	124-187
R1	124-253	124-253	124-161	124-312
PP	124-087	124-087	124-087	124-116
S1	123-288	123-288	124-109	124-028
S2	123-122	123-122	124-083
S3	122-157	123-003	124-057
S4	121-192	122-038	123-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-205	123-240	0-285	0.7%	0-144	0.4%	75%	False	False	835,258
10	124-205	122-300	1-225	1.4%	0-168	0.4%	87%	False	False	953,700
20	124-205	122-245	1-280	1.5%	0-159	0.4%	88%	False	False	733,316
40	125-255	122-245	3-010	2.4%	0-163	0.4%	55%	False	False	816,968
60	126-250	122-245	4-005	3.2%	0-158	0.4%	41%	False	False	547,087
80	126-250	122-245	4-005	3.2%	0-140	0.4%	41%	False	False	410,358

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	125-308
2.618	125-128
1.618	125-018
1.000	124-270
0.618	124-228
HIGH	124-160
0.618	124-118
0.500	124-105
0.382	124-092
LOW	124-050
0.618	123-302
1.000	123-260
1.618	123-192
2.618	123-082
4.250	122-222

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	124-125	124-103
PP	124-115	124-072
S1	124-105	124-040

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

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