ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 01-Nov-2013

Day Change Summary
	Previous	Current
	31-Oct-2013	01-Nov-2013	Change	Change %	Previous Week
Open	126-040	125-310	-0-050	-0.1%	126-110
High	126-150	125-310	-0-160	-0.4%	126-250
Low	125-280	125-140	-0-140	-0.3%	125-140
Close	126-030	125-160	-0-190	-0.5%	125-160
Range	0-190	0-170	-0-020	-10.5%	1-110
ATR	0-125	0-131	0-006	4.9%	0-000
Volume	5,803	8,130	2,327	40.1%	21,667

Daily Pivots for day following 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-073	126-287	125-254
R3	126-223	126-117	125-207
R2	126-053	126-053	125-191
R1	125-267	125-267	125-176	125-235
PP	125-203	125-203	125-203	125-188
S1	125-097	125-097	125-144	125-065
S2	125-033	125-033	125-129
S3	124-183	124-247	125-113
S4	124-013	124-077	125-066

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-300	129-020	126-076
R3	128-190	127-230	125-278
R2	127-080	127-080	125-239
R1	126-120	126-120	125-199	126-045
PP	125-290	125-290	125-290	125-252
S1	125-010	125-010	125-121	124-255
S2	124-180	124-180	125-081
S3	123-070	123-220	125-042
S4	121-280	122-110	124-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-250	125-140	1-110	1.1%	0-130	0.3%	5%	False	True	4,333
10	126-250	125-130	1-120	1.1%	0-115	0.3%	7%	False	False	2,644
20	126-250	124-070	2-180	2.0%	0-108	0.3%	50%	False	False	1,447
40	126-250	122-040	4-210	3.7%	0-078	0.2%	72%	False	False	726

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	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-072
2.618	127-115
1.618	126-265
1.000	126-160
0.618	126-095
HIGH	125-310
0.618	125-245
0.500	125-225
0.382	125-205
LOW	125-140
0.618	125-035
1.000	124-290
1.618	124-185
2.618	124-015
4.250	123-058

Fisher Pivots for day following 01-Nov-2013
Pivot	1 day	3 day
R1	125-225	126-035
PP	125-203	125-290
S1	125-182	125-225

Download as Excel Spreadsheet

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

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