ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	126-175	126-200	0-025	0.1%	126-310
High	126-245	126-235	-0-010	0.0%	127-080
Low	126-100	126-065	-0-035	-0.1%	126-060
Close	126-200	126-115	-0-085	-0.2%	126-115
Range	0-145	0-170	0-025	17.2%	1-020
ATR	0-233	0-229	-0-005	-1.9%	0-000
Volume	1,366,825	1,391,551	24,726	1.8%	5,995,505

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-008	127-232	126-208
R3	127-158	127-062	126-162
R2	126-308	126-308	126-146
R1	126-212	126-212	126-131	126-175
PP	126-138	126-138	126-138	126-120
S1	126-042	126-042	126-099	126-005
S2	125-288	125-288	126-084
S3	125-118	125-192	126-068
S4	124-268	125-022	126-022

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-252	129-043	126-302
R3	128-232	128-023	126-208
R2	127-212	127-212	126-177
R1	127-003	127-003	126-146	126-258
PP	126-192	126-192	126-192	126-159
S1	125-303	125-303	126-084	125-238
S2	125-172	125-172	126-053
S3	124-152	124-283	126-022
S4	123-132	123-263	125-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-080	126-060	1-020	0.8%	0-171	0.4%	16%	False	False	1,199,101
10	128-085	126-060	2-025	1.6%	0-194	0.5%	8%	False	False	1,296,932
20	130-170	125-035	5-135	4.3%	0-266	0.7%	23%	False	False	1,678,267
40	130-170	123-160	7-010	5.6%	0-210	0.5%	41%	False	False	1,512,584
60	130-170	123-160	7-010	5.6%	0-191	0.5%	41%	False	False	1,204,659
80	130-170	123-130	7-040	5.6%	0-178	0.4%	41%	False	False	904,921
100	130-170	122-210	7-280	6.2%	0-161	0.4%	47%	False	False	724,181

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	0-057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-318
2.618	128-040
1.618	127-190
1.000	127-085
0.618	127-020
HIGH	126-235
0.618	126-170
0.500	126-150
0.382	126-130
LOW	126-065
0.618	125-280
1.000	125-215
1.618	125-110
2.618	124-260
4.250	123-302

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	126-150	126-192
PP	126-138	126-167
S1	126-127	126-141

Download as Excel Spreadsheet

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

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