ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	127-030	126-235	-0-115	-0.3%	126-025
High	127-055	127-025	-0-030	-0.1%	126-310
Low	126-225	126-070	-0-155	-0.4%	125-230
Close	126-235	126-115	-0-120	-0.3%	126-245
Range	0-150	0-275	0-125	83.3%	1-080
ATR	0-188	0-194	0-006	3.3%	0-000
Volume	916,513	1,612,710	696,197	76.0%	4,038,441

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-042	128-193	126-266
R3	128-087	127-238	126-191
R2	127-132	127-132	126-165
R1	126-283	126-283	126-140	126-230
PP	126-177	126-177	126-177	126-150
S1	126-008	126-008	126-090	125-275
S2	125-222	125-222	126-065
S3	124-267	125-053	126-039
S4	123-312	124-098	125-284

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	127-055	126-070	0-305	0.8%	0-177	0.4%	15%	False	True	1,066,913
10	127-225	125-230	1-315	1.6%	0-212	0.5%	32%	False	False	1,018,580
20	128-020	125-230	2-110	1.9%	0-185	0.5%	27%	False	False	971,958
40	128-020	125-170	2-170	2.0%	0-178	0.4%	33%	False	False	953,426
60	128-020	122-070	5-270	4.6%	0-199	0.5%	71%	False	False	1,034,090
80	128-020	122-070	5-270	4.6%	0-205	0.5%	71%	False	False	792,633
100	128-020	122-070	5-270	4.6%	0-190	0.5%	71%	False	False	634,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-234
2.618	129-105
1.618	128-150
1.000	127-300
0.618	127-195
HIGH	127-025
0.618	126-240
0.500	126-208
0.382	126-175
LOW	126-070
0.618	125-220
1.000	125-115
1.618	124-265
2.618	123-310
4.250	122-181

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	126-208	126-222
PP	126-177	126-187
S1	126-146	126-151

Download as Excel Spreadsheet

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

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