ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 19-Nov-2013

Day Change Summary
	Previous	Current
	18-Nov-2013	19-Nov-2013	Change	Change %	Previous Week
Open	125-110	125-250	0-140	0.3%	124-260
High	125-270	125-260	-0-010	0.0%	125-210
Low	125-110	125-130	0-020	0.0%	124-140
Close	125-230	125-130	-0-100	-0.2%	125-140
Range	0-160	0-130	-0-030	-18.8%	1-070
ATR	0-159	0-157	-0-002	-1.3%	0-000
Volume	7,457	25,297	17,840	239.2%	61,926

Daily Pivots for day following 19-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-243	126-157	125-202
R3	126-113	126-027	125-166
R2	125-303	125-303	125-154
R1	125-217	125-217	125-142	125-195
PP	125-173	125-173	125-173	125-162
S1	125-087	125-087	125-118	125-065
S2	125-043	125-043	125-106
S3	124-233	124-277	125-094
S4	124-103	124-147	125-058

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-267	128-113	126-034
R3	127-197	127-043	125-247
R2	126-127	126-127	125-212
R1	125-293	125-293	125-176	126-050
PP	125-057	125-057	125-057	125-095
S1	124-223	124-223	125-104	124-300
S2	123-307	123-307	125-068
S3	122-237	123-153	125-033
S4	121-167	122-083	124-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-270	124-180	1-090	1.0%	0-168	0.4%	66%	False	False	16,812
10	126-120	124-140	1-300	1.5%	0-183	0.5%	50%	False	False	11,163
20	126-250	124-140	2-110	1.9%	0-148	0.4%	41%	False	False	7,326
40	126-250	124-070	2-180	2.0%	0-116	0.3%	46%	False	False	3,747

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-172
2.618	126-280
1.618	126-150
1.000	126-070
0.618	126-020
HIGH	125-260
0.618	125-210
0.500	125-195
0.382	125-180
LOW	125-130
0.618	125-050
1.000	125-000
1.618	124-240
2.618	124-110
4.250	123-218

Fisher Pivots for day following 19-Nov-2013
Pivot	1 day	3 day
R1	125-195	125-185
PP	125-173	125-167
S1	125-152	125-148

Download as Excel Spreadsheet

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

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