ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	122-240	122-190	-0-050	-0.1%	121-300
High	122-240	122-200	-0-040	-0.1%	122-230
Low	122-170	122-060	-0-110	-0.3%	121-120
Close	122-170	122-100	-0-070	-0.2%	122-210
Range	0-070	0-140	0-070	100.0%	1-110
ATR	0-096	0-099	0-003	3.3%	0-000
Volume	1,309	3,070	1,761	134.5%	657

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-220	123-140	122-177
R3	123-080	123-000	122-138
R2	122-260	122-260	122-126
R1	122-180	122-180	122-113	122-150
PP	122-120	122-120	122-120	122-105
S1	122-040	122-040	122-087	122-010
S2	121-300	121-300	122-074
S3	121-160	121-220	122-062
S4	121-020	121-080	122-023

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%	0-142	0.4%	60%	False	False	1,042
10	122-300	121-120	1-180	1.3%	0-091	0.2%	60%	False	False	527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-155
2.618	123-247
1.618	123-107
1.000	123-020
0.618	122-287
HIGH	122-200
0.618	122-147
0.500	122-130
0.382	122-113
LOW	122-060
0.618	121-293
1.000	121-240
1.618	121-153
2.618	121-013
4.250	120-105

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	122-130	122-180
PP	122-120	122-153
S1	122-110	122-127

Download as Excel Spreadsheet

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

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