ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	123-260	123-260	0-000	0.0%	123-160
High	123-260	124-080	0-140	0.4%	124-080
Low	123-180	123-260	0-080	0.2%	123-030
Close	123-260	124-040	0-100	0.3%	124-040
Range	0-080	0-140	0-060	75.0%	1-050
ATR	0-138	0-138	0-000	0.1%	0-000
Volume	6,169	4,707	-1,462	-23.7%	23,476

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-120	125-060	124-117
R3	124-300	124-240	124-078
R2	124-160	124-160	124-066
R1	124-100	124-100	124-053	124-130
PP	124-020	124-020	124-020	124-035
S1	123-280	123-280	124-027	123-310
S2	123-200	123-200	124-014
S3	123-060	123-140	124-002
S4	122-240	123-000	123-283

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-093	126-277	124-244
R3	126-043	125-227	124-142
R2	124-313	124-313	124-108
R1	124-177	124-177	124-074	124-245
PP	123-263	123-263	123-263	123-298
S1	123-127	123-127	124-006	123-195
S2	122-213	122-213	123-292
S3	121-163	122-077	123-258
S4	120-113	121-027	123-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-080	123-030	1-050	0.9%	0-160	0.4%	89%	True	False	4,695
10	124-080	122-110	1-290	1.5%	0-157	0.4%	93%	True	False	2,616
20	124-080	121-120	2-280	2.3%	0-128	0.3%	96%	True	False	1,689

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 2 trading days

Fibonacci Retracements and Extensions
4.250	126-035
2.618	125-127
1.618	124-307
1.000	124-220
0.618	124-167
HIGH	124-080
0.618	124-027
0.500	124-010
0.382	123-313
LOW	123-260
0.618	123-173
1.000	123-120
1.618	123-033
2.618	122-213
4.250	121-305

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	124-030	123-312
PP	124-020	123-263
S1	124-010	123-215

Download as Excel Spreadsheet

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

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