ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	125-220	125-090	-0-130	-0.3%	126-110
High	125-220	125-220	0-000	0.0%	126-250
Low	125-030	125-090	0-060	0.1%	125-140
Close	125-090	125-210	0-120	0.3%	125-160
Range	0-190	0-130	-0-060	-31.6%	1-110
ATR	0-134	0-133	0-000	-0.2%	0-000
Volume	3,428	6,701	3,273	95.5%	21,667

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-243	126-197	125-282
R3	126-113	126-067	125-246
R2	125-303	125-303	125-234
R1	125-257	125-257	125-222	125-280
PP	125-173	125-173	125-173	125-185
S1	125-127	125-127	125-198	125-150
S2	125-043	125-043	125-186
S3	124-233	124-317	125-174
S4	124-103	124-187	125-138

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	126-150	125-030	1-120	1.1%	0-156	0.4%	41%	False	False	5,983
10	126-250	125-030	1-220	1.3%	0-117	0.3%	33%	False	False	3,954
20	126-250	124-070	2-180	2.0%	0-120	0.3%	56%	False	False	2,234
40	126-250	122-260	3-310	3.2%	0-079	0.2%	72%	False	False	1,125

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 2 trading days

Fibonacci Retracements and Extensions
4.250	127-132
2.618	126-240
1.618	126-110
1.000	126-030
0.618	125-300
HIGH	125-220
0.618	125-170
0.500	125-155
0.382	125-140
LOW	125-090
0.618	125-010
1.000	124-280
1.618	124-200
2.618	124-070
4.250	123-178

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	125-192	125-187
PP	125-173	125-163
S1	125-155	125-140

Download as Excel Spreadsheet

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

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