ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 17-Oct-2013

Day Change Summary
	Previous	Current
	16-Oct-2013	17-Oct-2013	Change	Change %	Previous Week
Open	124-090	125-000	0-230	0.6%	125-050
High	124-310	125-220	0-230	0.6%	125-050
Low	124-070	125-000	0-250	0.6%	124-120
Close	124-300	125-220	0-240	0.6%	124-250
Range	0-240	0-220	-0-020	-8.3%	0-250
ATR	0-118	0-127	0-009	7.4%	0-000
Volume	35	252	217	620.0%	793

Daily Pivots for day following 17-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-167	127-093	126-021
R3	126-267	126-193	125-280
R2	126-047	126-047	125-260
R1	125-293	125-293	125-240	126-010
PP	125-147	125-147	125-147	125-165
S1	125-073	125-073	125-200	125-110
S2	124-247	124-247	125-180
S3	124-027	124-173	125-160
S4	123-127	123-273	125-099

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-037	126-233	125-068
R3	126-107	125-303	124-319
R2	125-177	125-177	124-296
R1	125-053	125-053	124-273	124-310
PP	124-247	124-247	124-247	124-215
S1	124-123	124-123	124-227	124-060
S2	123-317	123-317	124-204
S3	123-067	123-193	124-181
S4	122-137	122-263	124-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-220	124-070	1-150	1.2%	0-122	0.3%	100%	True	False	143
10	125-220	124-070	1-150	1.2%	0-097	0.2%	100%	True	False	111
20	125-220	124-070	1-150	1.2%	0-063	0.2%	100%	True	False	57

Crabel Price Patterns
NR	True
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	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-195
2.618	127-156
1.618	126-256
1.000	126-120
0.618	126-036
HIGH	125-220
0.618	125-136
0.500	125-110
0.382	125-084
LOW	125-000
0.618	124-184
1.000	124-100
1.618	123-284
2.618	123-064
4.250	122-025

Fisher Pivots for day following 17-Oct-2013
Pivot	1 day	3 day
R1	125-183	125-142
PP	125-147	125-063
S1	125-110	124-305

Download as Excel Spreadsheet

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

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