ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	122-230	122-270	0-040	0.1%	122-230
High	122-270	122-290	0-020	0.1%	122-300
Low	122-230	122-160	-0-070	-0.2%	122-060
Close	122-260	122-240	-0-020	-0.1%	122-260
Range	0-040	0-130	0-090	225.0%	0-240
ATR	0-099	0-101	0-002	2.2%	0-000
Volume	406	455	49	12.1%	7,367

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-300	123-240	122-312
R3	123-170	123-110	122-276
R2	123-040	123-040	122-264
R1	122-300	122-300	122-252	122-265
PP	122-230	122-230	122-230	122-212
S1	122-170	122-170	122-228	122-135
S2	122-100	122-100	122-216
S3	121-290	122-040	122-204
S4	121-160	121-230	122-168

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-287	124-193	123-072
R3	124-047	123-273	123-006
R2	123-127	123-127	122-304
R1	123-033	123-033	122-282	123-080
PP	122-207	122-207	122-207	122-230
S1	122-113	122-113	122-238	122-160
S2	121-287	121-287	122-216
S3	121-047	121-193	122-194
S4	120-127	120-273	122-128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-290	122-060	0-230	0.6%	0-102	0.3%	78%	True	False	1,522
10	122-300	121-120	1-180	1.3%	0-115	0.3%	88%	False	False	847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-202
2.618	123-310
1.618	123-180
1.000	123-100
0.618	123-050
HIGH	122-290
0.618	122-240
0.500	122-225
0.382	122-210
LOW	122-160
0.618	122-080
1.000	122-030
1.618	121-270
2.618	121-140
4.250	120-248

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	122-235	122-223
PP	122-230	122-207
S1	122-225	122-190

Download as Excel Spreadsheet

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

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