ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 24-Oct-2013

Day Change Summary
	Previous	Current
	23-Oct-2013	24-Oct-2013	Change	Change %	Previous Week
Open	126-090	126-110	0-020	0.0%	124-230
High	126-180	126-110	-0-070	-0.2%	126-000
Low	126-090	126-050	-0-040	-0.1%	124-070
Close	126-140	126-050	-0-090	-0.2%	125-190
Range	0-090	0-060	-0-030	-33.3%	1-250
ATR	0-130	0-127	-0-003	-2.2%	0-000
Volume	2,051	1,184	-867	-42.3%	1,706

Daily Pivots for day following 24-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-250	126-210	126-083
R3	126-190	126-150	126-066
R2	126-130	126-130	126-061
R1	126-090	126-090	126-056	126-080
PP	126-070	126-070	126-070	126-065
S1	126-030	126-030	126-044	126-020
S2	126-010	126-010	126-039
S3	125-270	125-290	126-034
S4	125-210	125-230	126-017

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	125-130	1-050	0.9%	0-118	0.3%	65%	False	False	1,095
10	126-180	124-070	2-110	1.9%	0-120	0.3%	83%	False	False	619
20	126-180	124-070	2-110	1.9%	0-092	0.2%	83%	False	False	331
40	126-180	122-040	4-140	3.5%	0-061	0.2%	91%	False	False	167

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	0-003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-045
2.618	126-267
1.618	126-207
1.000	126-170
0.618	126-147
HIGH	126-110
0.618	126-087
0.500	126-080
0.382	126-073
LOW	126-050
0.618	126-013
1.000	125-310
1.618	125-273
2.618	125-213
4.250	125-115

Fisher Pivots for day following 24-Oct-2013
Pivot	1 day	3 day
R1	126-080	126-035
PP	126-070	126-020
S1	126-060	126-005

Download as Excel Spreadsheet

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

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