ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	123-160	123-080	-0-080	-0.2%	122-270
High	123-180	123-140	-0-040	-0.1%	123-230
Low	123-060	123-030	-0-030	-0.1%	122-110
Close	123-060	123-140	0-080	0.2%	123-140
Range	0-120	0-110	-0-010	-8.3%	1-120
ATR	0-122	0-121	-0-001	-0.7%	0-000
Volume	1,359	4,772	3,413	251.1%	2,287

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-113	124-077	123-200
R3	124-003	123-287	123-170
R2	123-213	123-213	123-160
R1	123-177	123-177	123-150	123-195
PP	123-103	123-103	123-103	123-112
S1	123-067	123-067	123-130	123-085
S2	122-313	122-313	123-120
S3	122-203	122-277	123-110
S4	122-093	122-167	123-080

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%	0-166	0.4%	80%	False	False	1,592
10	123-230	122-060	1-170	1.2%	0-134	0.3%	82%	False	False	1,557
20	123-230	121-120	2-110	1.9%	0-104	0.3%	88%	False	False	823

Crabel Price Patterns
NR	True
NR4	True
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	0-010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-288
2.618	124-108
1.618	123-318
1.000	123-250
0.618	123-208
HIGH	123-140
0.618	123-098
0.500	123-085
0.382	123-072
LOW	123-030
0.618	122-282
1.000	122-240
1.618	122-172
2.618	122-062
4.250	121-202

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	123-122	123-137
PP	123-103	123-133
S1	123-085	123-130

Download as Excel Spreadsheet

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

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