ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	125-220	125-290	0-070	0.2%	125-150
High	126-040	126-120	0-080	0.2%	126-120
Low	125-210	124-210	-1-000	-0.8%	124-210
Close	125-280	124-250	-1-030	-0.9%	124-250
Range	0-150	1-230	1-080	266.7%	1-230
ATR	0-134	0-164	0-030	22.1%	0-000
Volume	5,194	5,058	-136	-2.6%	26,235

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-137	129-103	125-232
R3	128-227	127-193	125-081
R2	126-317	126-317	125-031
R1	125-283	125-283	124-300	125-185
PP	125-087	125-087	125-087	125-038
S1	124-053	124-053	124-200	123-275
S2	123-177	123-177	124-149
S3	121-267	122-143	124-099
S4	120-037	120-233	123-268

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-137	129-103	125-232
R3	128-227	127-193	125-081
R2	126-317	126-317	125-031
R1	125-283	125-283	124-300	125-185
PP	125-087	125-087	125-087	125-038
S1	124-053	124-053	124-200	123-275
S2	123-177	123-177	124-149
S3	121-267	122-143	124-099
S4	120-037	120-233	123-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-120	124-210	1-230	1.4%	0-224	0.6%	7%	True	True	5,247
10	126-250	124-210	2-040	1.7%	0-177	0.4%	6%	False	True	4,790
20	126-250	124-070	2-180	2.1%	0-150	0.4%	22%	False	False	2,719
40	126-250	123-090	3-160	2.8%	0-094	0.2%	43%	False	False	1,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	133-218
2.618	130-280
1.618	129-050
1.000	128-030
0.618	127-140
HIGH	126-120
0.618	125-230
0.500	125-165
0.382	125-100
LOW	124-210
0.618	123-190
1.000	122-300
1.618	121-280
2.618	120-050
4.250	117-112

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	125-165	125-165
PP	125-087	125-087
S1	125-008	125-008

Download as Excel Spreadsheet

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

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