ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	122-230	122-240	0-010	0.0%	121-300
High	122-300	122-240	-0-060	-0.2%	122-230
Low	122-210	122-170	-0-040	-0.1%	121-120
Close	122-300	122-170	-0-130	-0.3%	122-210
Range	0-090	0-070	-0-020	-22.2%	1-110
ATR	0-000	0-096	0-096		0-000
Volume	209	1,309	1,100	526.3%	657

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-083	123-037	122-208
R3	123-013	122-287	122-189
R2	122-263	122-263	122-183
R1	122-217	122-217	122-176	122-205
PP	122-193	122-193	122-193	122-188
S1	122-147	122-147	122-164	122-135
S2	122-123	122-123	122-157
S3	122-053	122-077	122-151
S4	121-303	122-007	122-132

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	122-300	121-120	1-180	1.3%	0-132	0.3%	74%	False	False	434
10	122-300	121-120	1-180	1.3%	0-078	0.2%	74%	False	False	221

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	0-008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-218
2.618	123-103
1.618	123-033
1.000	122-310
0.618	122-283
HIGH	122-240
0.618	122-213
0.500	122-205
0.382	122-197
LOW	122-170
0.618	122-127
1.000	122-100
1.618	122-057
2.618	121-307
4.250	121-192

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	122-205	122-150
PP	122-193	122-130
S1	122-182	122-110

Download as Excel Spreadsheet

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

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