ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	121-160	121-240	0-080	0.2%	121-300
High	121-220	122-230	1-010	0.8%	122-230
Low	121-120	121-240	0-120	0.3%	121-120
Close	121-220	122-210	0-310	0.8%	122-210
Range	0-100	0-310	0-210	210.0%	1-110
ATR
Volume	199	427	228	114.6%	657

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-090	124-300	123-060
R3	124-100	123-310	122-295
R2	123-110	123-110	122-267
R1	123-000	123-000	122-238	123-055
PP	122-120	122-120	122-120	122-148
S1	122-010	122-010	122-182	122-065
S2	121-130	121-130	122-153
S3	120-140	121-020	122-125
S4	119-150	120-030	122-040

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-090	125-260	123-126
R3	124-300	124-150	123-008
R2	123-190	123-190	122-289
R1	123-040	123-040	122-249	123-115
PP	122-080	122-080	122-080	122-118
S1	121-250	121-250	122-171	122-005
S2	120-290	120-290	122-131
S3	119-180	120-140	122-092
S4	118-070	119-030	121-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-230	121-120	1-110	1.1%	0-112	0.3%	95%	True	False	131
10	122-230	121-120	1-110	1.1%	0-066	0.2%	95%	True	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-006
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	126-268
2.618	125-082
1.618	124-092
1.000	123-220
0.618	123-102
HIGH	122-230
0.618	122-112
0.500	122-075
0.382	122-038
LOW	121-240
0.618	121-048
1.000	120-250
1.618	120-058
2.618	119-068
4.250	117-202

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	122-165	122-145
PP	122-120	122-080
S1	122-075	122-015

Download as Excel Spreadsheet

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

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