ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	122-110	123-040	0-250	0.6%	122-270
High	123-090	123-230	0-140	0.4%	123-230
Low	122-110	123-040	0-250	0.6%	122-110
Close	123-060	123-140	0-080	0.2%	123-140
Range	0-300	0-190	-0-110	-36.7%	1-120
ATR	0-117	0-122	0-005	4.4%	0-000
Volume	588	745	157	26.7%	2,287

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-067	124-293	123-244
R3	124-197	124-103	123-192
R2	124-007	124-007	123-175
R1	123-233	123-233	123-157	123-280
PP	123-137	123-137	123-137	123-160
S1	123-043	123-043	123-123	123-090
S2	122-267	122-267	123-105
S3	122-077	122-173	123-088
S4	121-207	121-303	123-036

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-093	126-237	124-062
R3	125-293	125-117	123-261
R2	124-173	124-173	123-221
R1	123-317	123-317	123-180	124-085
PP	123-053	123-053	123-053	123-098
S1	122-197	122-197	123-100	122-285
S2	121-253	121-253	123-059
S3	120-133	121-077	123-019
S4	119-013	119-277	122-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-230	122-110	1-120	1.1%	0-154	0.4%	80%	True	False	538
10	123-230	121-240	1-310	1.6%	0-151	0.4%	86%	True	False	1,008
20	123-230	121-120	2-110	1.9%	0-093	0.2%	88%	True	False	518

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-078
2.618	125-087
1.618	124-217
1.000	124-100
0.618	124-027
HIGH	123-230
0.618	123-157
0.500	123-135
0.382	123-113
LOW	123-040
0.618	122-243
1.000	122-170
1.618	122-053
2.618	121-183
4.250	120-192

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	123-138	123-097
PP	123-137	123-053
S1	123-135	123-010

Download as Excel Spreadsheet

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

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