ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	125-310	125-190	-0-120	-0.3%	124-230
High	126-000	125-190	-0-130	-0.3%	126-000
Low	125-190	125-130	-0-060	-0.1%	124-070
Close	125-190	125-140	-0-050	-0.1%	125-190
Range	0-130	0-060	-0-070	-53.8%	1-250
ATR	0-127	0-122	-0-005	-3.8%	0-000
Volume	1,404	258	-1,146	-81.6%	1,706

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-013	125-297	125-173
R3	125-273	125-237	125-156
R2	125-213	125-213	125-151
R1	125-177	125-177	125-146	125-165
PP	125-153	125-153	125-153	125-148
S1	125-117	125-117	125-134	125-105
S2	125-093	125-093	125-129
S3	125-033	125-057	125-124
S4	124-293	124-317	125-107

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%	0-138	0.3%	68%	False	False	390
10	126-000	124-070	1-250	1.4%	0-100	0.2%	68%	False	False	258
20	126-000	124-070	1-250	1.4%	0-072	0.2%	68%	False	False	140

Crabel Price Patterns
NR	True
NR4	True
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	0-006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-125
2.618	126-027
1.618	125-287
1.000	125-250
0.618	125-227
HIGH	125-190
0.618	125-167
0.500	125-160
0.382	125-153
LOW	125-130
0.618	125-093
1.000	125-070
1.618	125-033
2.618	124-293
4.250	124-195

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	125-160	125-160
PP	125-153	125-153
S1	125-147	125-147

Download as Excel Spreadsheet

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

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