ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 02-Oct-2013

Day Change Summary
	Previous	Current
	01-Oct-2013	02-Oct-2013	Change	Change %	Previous Week
Open	124-260	124-290	0-030	0.1%	124-190
High	124-260	125-090	0-150	0.4%	125-000
Low	124-230	124-290	0-060	0.2%	124-190
Close	124-250	125-020	0-090	0.2%	125-000
Range	0-030	0-120	0-090	300.0%	0-130
ATR	0-123	0-126	0-003	2.1%	0-000
Volume	13	6	-7	-53.8%	8

Daily Pivots for day following 02-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-067	126-003	125-086
R3	125-267	125-203	125-053
R2	125-147	125-147	125-042
R1	125-083	125-083	125-031	125-115
PP	125-027	125-027	125-027	125-042
S1	124-283	124-283	125-009	124-315
S2	124-227	124-227	124-318
S3	124-107	124-163	124-307
S4	123-307	124-043	124-274

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-027	125-303	125-072
R3	125-217	125-173	125-036
R2	125-087	125-087	125-024
R1	125-043	125-043	125-012	125-065
PP	124-277	124-277	124-277	124-288
S1	124-233	124-233	124-308	124-255
S2	124-147	124-147	124-296
S3	124-017	124-103	124-284
S4	123-207	123-293	124-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-090	124-230	0-180	0.4%	0-044	0.1%	61%	True	False	5
10	125-090	124-110	0-300	0.7%	0-022	0.1%	77%	True	False	3
20	125-090	122-040	3-050	2.5%	0-041	0.1%	93%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	126-280
2.618	126-084
1.618	125-284
1.000	125-210
0.618	125-164
HIGH	125-090
0.618	125-044
0.500	125-030
0.382	125-016
LOW	124-290
0.618	124-216
1.000	124-170
1.618	124-096
2.618	123-296
4.250	123-100

Fisher Pivots for day following 02-Oct-2013
Pivot	1 day	3 day
R1	125-030	125-013
PP	125-027	125-007
S1	125-023	125-000

Download as Excel Spreadsheet

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

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