ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	126-245	126-300	0-055	0.1%	126-225
High	127-020	126-310	-0-030	-0.1%	127-055
Low	126-215	126-130	-0-085	-0.2%	125-290
Close	127-020	126-240	-0-100	-0.2%	126-185
Range	0-125	0-180	0-055	44.0%	1-085
ATR	0-179	0-181	0-002	1.3%	0-000
Volume	2,242,573	1,537,505	-705,068	-31.4%	5,862,641

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-127	128-043	127-019
R3	127-267	127-183	126-290
R2	127-087	127-087	126-273
R1	127-003	127-003	126-256	126-275
PP	126-227	126-227	126-227	126-202
S1	126-143	126-143	126-224	126-095
S2	126-047	126-047	126-207
S3	125-187	125-283	126-190
S4	125-007	125-103	126-141

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	127-020	125-290	1-050	0.9%	0-145	0.4%	73%	False	False	1,605,837
10	127-055	125-290	1-085	1.0%	0-161	0.4%	67%	False	False	1,336,375
20	127-245	125-230	2-015	1.6%	0-188	0.5%	50%	False	False	1,175,167
40	128-020	125-170	2-170	2.0%	0-175	0.4%	48%	False	False	1,026,609
60	128-020	122-070	5-270	4.6%	0-193	0.5%	78%	False	False	1,056,301
80	128-020	122-070	5-270	4.6%	0-196	0.5%	78%	False	False	892,553
100	128-020	122-070	5-270	4.6%	0-192	0.5%	78%	False	False	714,972

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-115
2.618	128-141
1.618	127-281
1.000	127-170
0.618	127-101
HIGH	126-310
0.618	126-241
0.500	126-220
0.382	126-199
LOW	126-130
0.618	126-019
1.000	125-270
1.618	125-159
2.618	124-299
4.250	124-005

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	126-233	126-238
PP	126-227	126-237
S1	126-220	126-235

Download as Excel Spreadsheet

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

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