ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	125-150	126-090	0-260	0.6%	124-230
High	126-080	126-180	0-100	0.2%	126-000
Low	125-150	126-090	0-260	0.6%	124-070
Close	126-080	126-140	0-060	0.1%	125-190
Range	0-250	0-090	-0-160	-64.0%	1-250
ATR	0-132	0-130	-0-002	-1.7%	0-000
Volume	578	2,051	1,473	254.8%	1,706

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-087	127-043	126-190
R3	126-317	126-273	126-165
R2	126-227	126-227	126-156
R1	126-183	126-183	126-148	126-205
PP	126-137	126-137	126-137	126-148
S1	126-093	126-093	126-132	126-115
S2	126-047	126-047	126-124
S3	125-277	126-003	126-115
S4	125-187	125-233	126-090

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	126-180	125-000	1-180	1.2%	0-150	0.4%	92%	True	False	908
10	126-180	124-070	2-110	1.9%	0-123	0.3%	95%	True	False	515
20	126-180	124-070	2-110	1.9%	0-090	0.2%	95%	True	False	272
40	126-180	122-040	4-140	3.5%	0-060	0.1%	97%	True	False	138

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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-242
2.618	127-096
1.618	127-006
1.000	126-270
0.618	126-236
HIGH	126-180
0.618	126-146
0.500	126-135
0.382	126-124
LOW	126-090
0.618	126-034
1.000	126-000
1.618	125-264
2.618	125-174
4.250	125-028

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	126-138	126-092
PP	126-137	126-043
S1	126-135	125-315

Download as Excel Spreadsheet

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

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