ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 26-Nov-2013

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	126-195	126-245	0-050	0.1%	126-225
High	126-260	127-020	0-080	0.2%	127-055
Low	126-135	126-215	0-080	0.2%	125-290
Close	126-215	127-020	0-125	0.3%	126-185
Range	0-125	0-125	0-000	0.0%	1-085
ATR	0-183	0-179	-0-004	-2.3%	0-000
Volume	1,654,732	2,242,573	587,841	35.5%	5,862,641

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-033	127-312	127-089
R3	127-228	127-187	127-054
R2	127-103	127-103	127-043
R1	127-062	127-062	127-031	127-082
PP	126-298	126-298	126-298	126-309
S1	126-257	126-257	127-009	126-278
S2	126-173	126-173	126-317
S3	126-048	126-132	126-306
S4	125-243	126-007	126-271

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-112	129-233	127-088
R3	129-027	128-148	126-296
R2	127-262	127-262	126-259
R1	127-063	127-063	126-222	126-280
PP	126-177	126-177	126-177	126-125
S1	125-298	125-298	126-148	125-195
S2	125-092	125-092	126-111
S3	124-007	124-213	126-074
S4	122-242	123-128	125-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-025	125-290	1-055	0.9%	0-164	0.4%	99%	False	False	1,620,878
10	127-055	125-275	1-100	1.0%	0-172	0.4%	92%	False	False	1,274,682
20	128-020	125-230	2-110	1.8%	0-191	0.5%	57%	False	False	1,160,758
40	128-020	125-170	2-170	2.0%	0-176	0.4%	60%	False	False	1,015,901
60	128-020	122-070	5-270	4.6%	0-193	0.5%	83%	False	False	1,047,866
80	128-020	122-070	5-270	4.6%	0-195	0.5%	83%	False	False	873,374
100	128-020	122-070	5-270	4.6%	0-191	0.5%	83%	False	False	699,607

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-045

Fibonacci Retracements and Extensions
4.250	128-231
2.618	128-027
1.618	127-222
1.000	127-145
0.618	127-097
HIGH	127-020
0.618	126-292
0.500	126-278
0.382	126-263
LOW	126-215
0.618	126-138
1.000	126-090
1.618	126-013
2.618	125-208
4.250	125-004

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	126-319	126-298
PP	126-298	126-257
S1	126-278	126-215

Download as Excel Spreadsheet

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

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