ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	126-285	126-225	-0-060	-0.1%	126-025
High	126-310	127-050	0-060	0.1%	126-310
Low	126-185	126-210	0-025	0.1%	125-230
Close	126-245	127-015	0-090	0.2%	126-245
Range	0-125	0-160	0-035	28.0%	1-080
ATR	0-193	0-190	-0-002	-1.2%	0-000
Volume	715,898	739,043	23,145	3.2%	4,038,441

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-145	128-080	127-103
R3	127-305	127-240	127-059
R2	127-145	127-145	127-044
R1	127-080	127-080	127-030	127-112
PP	126-305	126-305	126-305	127-001
S1	126-240	126-240	127-000	126-272
S2	126-145	126-145	126-306
S3	125-305	126-080	126-291
S4	125-145	125-240	126-247

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-075	129-240	127-145
R3	128-315	128-160	127-035
R2	127-235	127-235	126-318
R1	127-080	127-080	126-282	127-158
PP	126-155	126-155	126-155	126-194
S1	126-000	126-000	126-208	126-078
S2	125-075	125-075	126-172
S3	123-315	124-240	126-135
S4	122-235	123-160	126-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-050	125-230	1-140	1.1%	0-174	0.4%	92%	True	False	923,008
10	127-225	125-230	1-315	1.6%	0-208	0.5%	67%	False	False	982,159
20	128-020	125-230	2-110	1.8%	0-182	0.4%	57%	False	False	948,346
40	128-020	125-160	2-180	2.0%	0-176	0.4%	60%	False	False	936,887
60	128-020	122-070	5-270	4.6%	0-200	0.5%	83%	False	False	1,007,908
80	128-020	122-070	5-270	4.6%	0-202	0.5%	83%	False	False	761,192
100	128-020	122-070	5-270	4.6%	0-186	0.5%	83%	False	False	609,398

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-090
2.618	128-149
1.618	127-309
1.000	127-210
0.618	127-149
HIGH	127-050
0.618	126-309
0.500	126-290
0.382	126-271
LOW	126-210
0.618	126-111
1.000	126-050
1.618	125-271
2.618	125-111
4.250	124-170

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	127-000	126-308
PP	126-305	126-280
S1	126-290	126-252

Download as Excel Spreadsheet

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

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