ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 11-Nov-2013

Day Change Summary
	Previous	Current
	08-Nov-2013	11-Nov-2013	Change	Change %	Previous Week
Open	125-290	124-260	-1-030	-0.9%	125-150
High	126-120	124-290	-1-150	-1.2%	126-120
Low	124-210	124-220	0-010	0.0%	124-210
Close	124-250	124-220	-0-030	-0.1%	124-250
Range	1-230	0-070	-1-160	-87.3%	1-230
ATR	0-164	0-157	-0-007	-4.1%	0-000
Volume	5,058	10,116	5,058	100.0%	26,235

Daily Pivots for day following 11-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-133	125-087	124-258
R3	125-063	125-017	124-239
R2	124-313	124-313	124-233
R1	124-267	124-267	124-226	124-255
PP	124-243	124-243	124-243	124-238
S1	124-197	124-197	124-214	124-185
S2	124-173	124-173	124-207
S3	124-103	124-127	124-201
S4	124-033	124-057	124-182

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%	0-218	0.5%	2%	False	False	6,099
10	126-250	124-210	2-040	1.7%	0-182	0.5%	1%	False	False	5,697
20	126-250	124-070	2-180	2.1%	0-148	0.4%	18%	False	False	3,224
40	126-250	123-090	3-160	2.8%	0-096	0.2%	40%	False	False	1,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-033
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125-268
2.618	125-153
1.618	125-083
1.000	125-040
0.618	125-013
HIGH	124-290
0.618	124-263
0.500	124-255
0.382	124-247
LOW	124-220
0.618	124-177
1.000	124-150
1.618	124-107
2.618	124-037
4.250	123-242

Fisher Pivots for day following 11-Nov-2013
Pivot	1 day	3 day
R1	124-255	125-165
PP	124-243	125-077
S1	124-232	124-308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols