ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	125-090	125-220	0-130	0.3%	126-110
High	125-220	126-040	0-140	0.3%	126-250
Low	125-090	125-210	0-120	0.3%	125-140
Close	125-210	125-280	0-070	0.2%	125-160
Range	0-130	0-150	0-020	15.4%	1-110
ATR	0-133	0-134	0-001	0.9%	0-000
Volume	6,701	5,194	-1,507	-22.5%	21,667

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-093	127-017	126-042
R3	126-263	126-187	126-001
R2	126-113	126-113	125-308
R1	126-037	126-037	125-294	126-075
PP	125-283	125-283	125-283	125-302
S1	125-207	125-207	125-266	125-245
S2	125-133	125-133	125-252
S3	124-303	125-057	125-239
S4	124-153	124-227	125-198

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	126-040	125-030	1-010	0.8%	0-148	0.4%	76%	True	False	5,861
10	126-250	125-030	1-220	1.3%	0-126	0.3%	46%	False	False	4,355
20	126-250	124-070	2-180	2.0%	0-123	0.3%	65%	False	False	2,487
40	126-250	122-260	3-310	3.2%	0-082	0.2%	77%	False	False	1,255

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-038
2.618	127-113
1.618	126-283
1.000	126-190
0.618	126-133
HIGH	126-040
0.618	125-303
0.500	125-285
0.382	125-267
LOW	125-210
0.618	125-117
1.000	125-060
1.618	124-287
2.618	124-137
4.250	123-212

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	125-285	125-252
PP	125-283	125-223
S1	125-282	125-195

Download as Excel Spreadsheet

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

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