ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	125-150	125-220	0-070	0.2%	126-110
High	125-250	125-220	-0-030	-0.1%	126-250
Low	125-150	125-030	-0-120	-0.3%	125-140
Close	125-230	125-090	-0-140	-0.3%	125-160
Range	0-100	0-190	0-090	90.0%	1-110
ATR	0-128	0-134	0-005	4.0%	0-000
Volume	5,854	3,428	-2,426	-41.4%	21,667

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-257	125-194
R3	126-173	126-067	125-142
R2	125-303	125-303	125-125
R1	125-197	125-197	125-107	125-155
PP	125-113	125-113	125-113	125-092
S1	125-007	125-007	125-073	124-285
S2	124-243	124-243	125-055
S3	124-053	124-137	125-038
S4	123-183	123-267	124-306

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	125-030	1-220	1.3%	0-166	0.4%	11%	False	True	5,360
10	126-250	125-030	1-220	1.3%	0-113	0.3%	11%	False	True	3,489
20	126-250	124-070	2-180	2.0%	0-116	0.3%	41%	False	False	1,900
40	126-250	122-260	3-310	3.2%	0-076	0.2%	62%	False	False	958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-068
2.618	127-077
1.618	126-207
1.000	126-090
0.618	126-017
HIGH	125-220
0.618	125-147
0.500	125-125
0.382	125-103
LOW	125-030
0.618	124-233
1.000	124-160
1.618	124-043
2.618	123-173
4.250	122-182

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	125-125	125-170
PP	125-113	125-143
S1	125-102	125-117

Download as Excel Spreadsheet

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

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