ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	126-200	126-135	-0-065	-0.2%	126-310
High	126-235	126-200	-0-035	-0.1%	127-080
Low	126-065	125-305	-0-080	-0.2%	126-060
Close	126-115	126-085	-0-030	-0.1%	126-115
Range	0-170	0-215	0-045	26.5%	1-020
ATR	0-229	0-228	-0-001	-0.4%	0-000
Volume	1,391,551	1,139,895	-251,656	-18.1%	5,995,505

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-095	127-305	126-203
R3	127-200	127-090	126-144
R2	126-305	126-305	126-124
R1	126-195	126-195	126-105	126-142
PP	126-090	126-090	126-090	126-064
S1	125-300	125-300	126-065	125-248
S2	125-195	125-195	126-046
S3	124-300	125-085	126-026
S4	124-085	124-190	125-287

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	127-070	125-305	1-085	1.0%	0-185	0.5%	25%	False	True	1,245,455
10	128-085	125-305	2-100	1.8%	0-196	0.5%	14%	False	True	1,270,445
20	130-170	125-115	5-055	4.1%	0-269	0.7%	18%	False	False	1,679,578
40	130-170	123-160	7-010	5.6%	0-211	0.5%	39%	False	False	1,512,963
60	130-170	123-160	7-010	5.6%	0-191	0.5%	39%	False	False	1,223,287
80	130-170	123-130	7-040	5.6%	0-181	0.4%	40%	False	False	919,145
100	130-170	122-210	7-280	6.2%	0-162	0.4%	46%	False	False	735,579

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	0-056
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-154
2.618	128-123
1.618	127-228
1.000	127-095
0.618	127-013
HIGH	126-200
0.618	126-118
0.500	126-092
0.382	126-067
LOW	125-305
0.618	125-172
1.000	125-090
1.618	124-277
2.618	124-062
4.250	123-031

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	126-092	126-115
PP	126-090	126-105
S1	126-088	126-095

Download as Excel Spreadsheet

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

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