ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	125-010	125-040	0-030	0.1%	125-070
High	125-080	125-040	-0-040	-0.1%	125-090
Low	125-010	124-260	-0-070	-0.2%	124-230
Close	125-080	124-280	-0-120	-0.3%	124-280
Range	0-070	0-100	0-030	42.9%	0-180
ATR	0-122	0-123	0-001	1.1%	0-000
Volume	9	23	14	155.6%	53

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-280	125-220	125-015
R3	125-180	125-120	124-308
R2	125-080	125-080	124-298
R1	125-020	125-020	124-289	125-000
PP	124-300	124-300	124-300	124-290
S1	124-240	124-240	124-271	124-220
S2	124-200	124-200	124-262
S3	124-100	124-140	124-252
S4	124-000	124-040	124-225

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-207	126-103	125-059
R3	126-027	125-243	125-010
R2	125-167	125-167	124-313
R1	125-063	125-063	124-296	125-025
PP	124-307	124-307	124-307	124-288
S1	124-203	124-203	124-264	124-165
S2	124-127	124-127	124-247
S3	123-267	124-023	124-230
S4	123-087	123-163	124-181

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	0.5%	0-078	0.2%	28%	False	False	10
10	125-090	124-190	0-220	0.6%	0-039	0.1%	41%	False	False	6
20	125-090	122-040	3-050	2.5%	0-050	0.1%	87%	False	False	6

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	0-000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-145
2.618	125-302
1.618	125-202
1.000	125-140
0.618	125-102
HIGH	125-040
0.618	125-002
0.500	124-310
0.382	124-298
LOW	124-260
0.618	124-198
1.000	124-160
1.618	124-098
2.618	123-318
4.250	123-155

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	124-310	125-015
PP	124-300	124-317
S1	124-290	124-298

Download as Excel Spreadsheet

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

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