ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	125-190	125-150	-0-040	-0.1%	124-230
High	125-190	126-080	0-210	0.5%	126-000
Low	125-130	125-150	0-020	0.0%	124-070
Close	125-140	126-080	0-260	0.6%	125-190
Range	0-060	0-250	0-190	316.7%	1-250
ATR	0-122	0-132	0-010	8.1%	0-000
Volume	258	578	320	124.0%	1,706

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-107	128-023	126-218
R3	127-177	127-093	126-149
R2	126-247	126-247	126-126
R1	126-163	126-163	126-103	126-205
PP	125-317	125-317	125-317	126-018
S1	125-233	125-233	126-057	125-275
S2	125-067	125-067	126-034
S3	124-137	124-303	126-011
S4	123-207	124-053	125-262

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	126-080	124-070	2-010	1.6%	0-180	0.4%	100%	True	False	505
10	126-080	124-070	2-010	1.6%	0-118	0.3%	100%	True	False	312
20	126-080	124-070	2-010	1.6%	0-085	0.2%	100%	True	False	169

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	0-004
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	129-182
2.618	128-094
1.618	127-164
1.000	127-010
0.618	126-234
HIGH	126-080
0.618	125-304
0.500	125-275
0.382	125-246
LOW	125-150
0.618	124-316
1.000	124-220
1.618	124-066
2.618	123-136
4.250	122-048

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	126-038	126-035
PP	125-317	125-310
S1	125-275	125-265

Download as Excel Spreadsheet

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

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