ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 30-Oct-2014

Day Change Summary
	Previous	Current
	29-Oct-2014	30-Oct-2014	Change	Change %	Previous Week
Open	126-285	126-175	-0-110	-0.3%	127-200
High	127-005	126-245	-0-080	-0.2%	128-085
Low	126-060	126-100	0-040	0.1%	126-260
Close	126-145	126-200	0-055	0.1%	127-010
Range	0-265	0-145	-0-120	-45.3%	1-145
ATR	0-240	0-233	-0-007	-2.8%	0-000
Volume	1,158,359	1,366,825	208,466	18.0%	6,973,824

Daily Pivots for day following 30-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-297	127-233	126-280
R3	127-152	127-088	126-240
R2	127-007	127-007	126-227
R1	126-263	126-263	126-213	126-295
PP	126-182	126-182	126-182	126-198
S1	126-118	126-118	126-187	126-150
S2	126-037	126-037	126-173
S3	125-212	125-293	126-160
S4	125-067	125-148	126-120

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	131-233	130-267	127-266
R3	130-088	129-122	127-138
R2	128-263	128-263	127-095
R1	127-297	127-297	127-053	127-208
PP	127-118	127-118	127-118	127-074
S1	126-152	126-152	126-287	126-062
S2	125-293	125-293	126-245
S3	124-148	125-007	126-202
S4	123-003	123-182	126-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-145	126-060	1-085	1.0%	0-166	0.4%	35%	False	False	1,191,814
10	128-105	126-060	2-045	1.7%	0-205	0.5%	20%	False	False	1,354,528
20	130-170	124-260	5-230	4.5%	0-267	0.7%	32%	False	False	1,697,675
40	130-170	123-160	7-010	5.6%	0-212	0.5%	44%	False	False	1,519,572
60	130-170	123-160	7-010	5.6%	0-192	0.5%	44%	False	False	1,181,570
80	130-170	123-130	7-040	5.6%	0-178	0.4%	45%	False	False	887,535
100	130-170	122-210	7-280	6.2%	0-160	0.4%	50%	False	False	710,265

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	0-064
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-221
2.618	127-305
1.618	127-160
1.000	127-070
0.618	127-015
HIGH	126-245
0.618	126-190
0.500	126-172
0.382	126-155
LOW	126-100
0.618	126-010
1.000	125-275
1.618	125-185
2.618	125-040
4.250	124-124

Fisher Pivots for day following 30-Oct-2014
Pivot	1 day	3 day
R1	126-191	126-225
PP	126-182	126-217
S1	126-172	126-208

Download as Excel Spreadsheet

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

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