ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 11-Oct-2013

Day Change Summary
	Previous	Current
	10-Oct-2013	11-Oct-2013	Change	Change %	Previous Week
Open	124-130	124-270	0-140	0.4%	125-050
High	124-210	124-270	0-060	0.2%	125-050
Low	124-120	124-250	0-130	0.3%	124-120
Close	124-210	124-250	0-040	0.1%	124-250
Range	0-090	0-020	-0-070	-77.8%	0-250
ATR	0-117	0-113	-0-004	-3.5%	0-000
Volume	147	414	267	181.6%	793

Daily Pivots for day following 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-317	124-303	124-261
R3	124-297	124-283	124-256
R2	124-277	124-277	124-254
R1	124-263	124-263	124-252	124-260
PP	124-257	124-257	124-257	124-255
S1	124-243	124-243	124-248	124-240
S2	124-237	124-237	124-246
S3	124-217	124-223	124-244
S4	124-197	124-203	124-239

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-037	126-233	125-068
R3	126-107	125-303	124-319
R2	125-177	125-177	124-296
R1	125-053	125-053	124-273	124-310
PP	124-247	124-247	124-247	124-215
S1	124-123	124-123	124-227	124-060
S2	123-317	123-317	124-204
S3	123-067	123-193	124-181
S4	122-137	122-263	124-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-050	124-120	0-250	0.6%	0-056	0.1%	52%	False	False	158
10	125-090	124-120	0-290	0.7%	0-067	0.2%	45%	False	False	84
20	125-090	123-090	2-000	1.6%	0-039	0.1%	75%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-003
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125-035
2.618	125-002
1.618	124-302
1.000	124-290
0.618	124-282
HIGH	124-270
0.618	124-262
0.500	124-260
0.382	124-258
LOW	124-250
0.618	124-238
1.000	124-230
1.618	124-218
2.618	124-198
4.250	124-165

Fisher Pivots for day following 11-Oct-2013
Pivot	1 day	3 day
R1	124-260	124-242
PP	124-257	124-233
S1	124-253	124-225

Download as Excel Spreadsheet

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

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