ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Oct-2013

Day Change Summary
	Previous	Current
	17-Oct-2013	18-Oct-2013	Change	Change %	Previous Week
Open	125-000	125-310	0-310	0.8%	124-230
High	125-220	126-000	0-100	0.2%	126-000
Low	125-000	125-190	0-190	0.5%	124-070
Close	125-220	125-190	-0-030	-0.1%	125-190
Range	0-220	0-130	-0-090	-40.9%	1-250
ATR	0-127	0-127	0-000	0.2%	0-000
Volume	252	1,404	1,152	457.1%	1,706

Daily Pivots for day following 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-303	126-217	125-262
R3	126-173	126-087	125-226
R2	126-043	126-043	125-214
R1	125-277	125-277	125-202	125-255
PP	125-233	125-233	125-233	125-222
S1	125-147	125-147	125-178	125-125
S2	125-103	125-103	125-166
S3	124-293	125-017	125-154
S4	124-163	124-207	125-118

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-197	129-283	126-184
R3	128-267	128-033	126-027
R2	127-017	127-017	125-294
R1	126-103	126-103	125-242	126-220
PP	125-087	125-087	125-087	125-145
S1	124-173	124-173	125-138	124-290
S2	123-157	123-157	125-086
S3	121-227	122-243	125-033
S4	119-297	120-313	124-196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-000	124-070	1-250	1.4%	0-144	0.4%	77%	True	False	341
10	126-000	124-070	1-250	1.4%	0-100	0.2%	77%	True	False	249
20	126-000	124-070	1-250	1.4%	0-070	0.2%	77%	True	False	128

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	True
Stretch	0-006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-232
2.618	127-020
1.618	126-210
1.000	126-130
0.618	126-080
HIGH	126-000
0.618	125-270
0.500	125-255
0.382	125-240
LOW	125-190
0.618	125-110
1.000	125-060
1.618	124-300
2.618	124-170
4.250	123-278

Fisher Pivots for day following 18-Oct-2013
Pivot	1 day	3 day
R1	125-255	125-138
PP	125-233	125-087
S1	125-212	125-035

Download as Excel Spreadsheet

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

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