ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	124-260	124-220	-0-040	-0.1%	125-150
High	124-290	124-230	-0-060	-0.2%	126-120
Low	124-220	124-140	-0-080	-0.2%	124-210
Close	124-220	124-180	-0-040	-0.1%	124-250
Range	0-070	0-090	0-020	28.6%	1-230
ATR	0-157	0-153	-0-005	-3.1%	0-000
Volume	10,116	504	-9,612	-95.0%	26,235

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-133	125-087	124-230
R3	125-043	124-317	124-205
R2	124-273	124-273	124-196
R1	124-227	124-227	124-188	124-205
PP	124-183	124-183	124-183	124-172
S1	124-137	124-137	124-172	124-115
S2	124-093	124-093	124-164
S3	124-003	124-047	124-155
S4	123-233	123-277	124-130

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	124-140	1-300	1.6%	0-198	0.5%	6%	False	True	5,514
10	126-250	124-140	2-110	1.9%	0-182	0.5%	5%	False	True	5,437
20	126-250	124-070	2-180	2.1%	0-151	0.4%	13%	False	False	3,249
40	126-250	124-070	2-180	2.1%	0-096	0.2%	13%	False	False	1,646

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-292
2.618	125-146
1.618	125-056
1.000	125-000
0.618	124-286
HIGH	124-230
0.618	124-196
0.500	124-185
0.382	124-174
LOW	124-140
0.618	124-084
1.000	124-050
1.618	123-314
2.618	123-224
4.250	123-078

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	124-185	125-130
PP	124-183	125-040
S1	124-182	124-270

Download as Excel Spreadsheet

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

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