ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	125-310	125-150	-0-160	-0.4%	126-110
High	125-310	125-250	-0-060	-0.1%	126-250
Low	125-140	125-150	0-010	0.0%	125-140
Close	125-160	125-230	0-070	0.2%	125-160
Range	0-170	0-100	-0-070	-41.2%	1-110
ATR	0-131	0-128	-0-002	-1.7%	0-000
Volume	8,130	5,854	-2,276	-28.0%	21,667

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-190	126-150	125-285
R3	126-090	126-050	125-258
R2	125-310	125-310	125-248
R1	125-270	125-270	125-239	125-290
PP	125-210	125-210	125-210	125-220
S1	125-170	125-170	125-221	125-190
S2	125-110	125-110	125-212
S3	125-010	125-070	125-202
S4	124-230	124-290	125-175

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%	0-146	0.4%	21%	False	False	5,295
10	126-250	125-140	1-110	1.1%	0-119	0.3%	21%	False	False	3,204
20	126-250	124-070	2-180	2.0%	0-110	0.3%	59%	False	False	1,731
40	126-250	122-040	4-210	3.7%	0-080	0.2%	77%	False	False	873

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-035
2.618	126-192
1.618	126-092
1.000	126-030
0.618	125-312
HIGH	125-250
0.618	125-212
0.500	125-200
0.382	125-188
LOW	125-150
0.618	125-088
1.000	125-050
1.618	124-308
2.618	124-208
4.250	124-045

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	125-220	125-305
PP	125-210	125-280
S1	125-200	125-255

Download as Excel Spreadsheet

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

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