ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 23-Jan-2014

Day Change Summary
	Previous	Current
	22-Jan-2014	23-Jan-2014	Change	Change %	Previous Week
Open	124-100	123-290	-0-130	-0.3%	124-085
High	124-120	124-290	0-170	0.4%	124-205
Low	123-285	123-270	-0-015	0.0%	123-240
Close	123-310	124-250	0-260	0.7%	124-135
Range	0-155	1-020	0-185	119.4%	0-285
ATR	0-163	0-176	0-013	7.8%	0-000
Volume	869,154	1,653,026	783,872	90.2%	4,176,290

Daily Pivots for day following 23-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-223	127-097	125-117
R3	126-203	126-077	125-024
R2	125-183	125-183	124-312
R1	125-057	125-057	124-281	125-120
PP	124-163	124-163	124-163	124-195
S1	124-037	124-037	124-219	124-100
S2	123-143	123-143	124-188
S3	122-123	123-017	124-156
S4	121-103	121-317	124-063

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	124-290	123-270	1-020	0.9%	0-191	0.5%	88%	True	True	991,583
10	124-290	123-005	1-285	1.5%	0-186	0.5%	93%	True	False	1,032,281
20	124-290	122-245	2-045	1.7%	0-164	0.4%	94%	True	False	775,618
40	125-255	122-245	3-010	2.4%	0-165	0.4%	66%	False	False	891,372
60	126-250	122-245	4-005	3.2%	0-166	0.4%	50%	False	False	603,877
80	126-250	122-245	4-005	3.2%	0-148	0.4%	50%	False	False	452,999
100	126-250	122-040	4-210	3.7%	0-124	0.3%	57%	False	False	362,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	129-135
2.618	127-220
1.618	126-200
1.000	125-310
0.618	125-180
HIGH	124-290
0.618	124-160
0.500	124-120
0.382	124-080
LOW	123-270
0.618	123-060
1.000	122-250
1.618	122-040
2.618	121-020
4.250	119-105

Fisher Pivots for day following 23-Jan-2014
Pivot	1 day	3 day
R1	124-207	124-207
PP	124-163	124-163
S1	124-120	124-120

Download as Excel Spreadsheet

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

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