ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	126-005	125-285	-0-040	-0.1%	126-220
High	126-030	126-245	0-215	0.5%	127-225
Low	125-230	125-275	0-045	0.1%	125-305
Close	125-290	126-115	0-145	0.4%	126-035
Range	0-120	0-290	0-170	141.7%	1-240
ATR	0-191	0-198	0-007	3.7%	0-000
Volume	889,123	920,571	31,448	3.5%	5,587,253

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-015	128-195	126-274
R3	128-045	127-225	126-195
R2	127-075	127-075	126-168
R1	126-255	126-255	126-142	127-005
PP	126-105	126-105	126-105	126-140
S1	125-285	125-285	126-088	126-035
S2	125-135	125-135	126-062
S3	124-165	124-315	126-035
S4	123-195	124-025	125-276

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-268	130-232	127-023
R3	130-028	128-312	126-189
R2	128-108	128-108	126-138
R1	127-072	127-072	126-086	126-290
PP	126-188	126-188	126-188	126-138
S1	125-152	125-152	125-304	125-050
S2	124-268	124-268	125-252
S3	123-028	123-232	125-201
S4	121-108	121-312	125-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-225	125-230	1-315	1.6%	0-247	0.6%	32%	False	False	970,247
10	127-245	125-230	2-015	1.6%	0-215	0.5%	31%	False	False	1,013,958
20	128-020	125-230	2-110	1.9%	0-185	0.5%	27%	False	False	946,990
40	128-020	124-295	3-045	2.5%	0-179	0.4%	46%	False	False	941,580
60	128-020	122-070	5-270	4.6%	0-205	0.5%	71%	False	False	964,865
80	128-020	122-070	5-270	4.6%	0-202	0.5%	71%	False	False	726,482
100	128-020	122-070	5-270	4.6%	0-186	0.5%	71%	False	False	581,345

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	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-198
2.618	129-044
1.618	128-074
1.000	127-215
0.618	127-104
HIGH	126-245
0.618	126-134
0.500	126-100
0.382	126-066
LOW	125-275
0.618	125-096
1.000	124-305
1.618	124-126
2.618	123-156
4.250	122-002

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	126-110	126-102
PP	126-105	126-090
S1	126-100	126-078

Download as Excel Spreadsheet

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

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