ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	126-105	126-105	0-000	0.0%	126-310
High	126-135	126-150	0-015	0.0%	127-080
Low	126-020	125-290	-0-050	-0.1%	126-060
Close	126-090	126-020	-0-070	-0.2%	126-115
Range	0-115	0-180	0-065	56.5%	1-020
ATR	0-213	0-211	-0-002	-1.1%	0-000
Volume	956,059	1,163,268	207,209	21.7%	5,995,505

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-267	127-163	126-119
R3	127-087	126-303	126-070
R2	126-227	126-227	126-053
R1	126-123	126-123	126-036	126-085
PP	126-047	126-047	126-047	126-028
S1	125-263	125-263	126-004	125-225
S2	125-187	125-187	125-307
S3	125-007	125-083	125-290
S4	124-147	124-223	125-241

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	126-235	125-290	0-265	0.7%	0-162	0.4%	19%	False	True	1,158,672
10	127-145	125-290	1-175	1.2%	0-164	0.4%	10%	False	True	1,175,243
20	130-170	125-290	4-200	3.7%	0-256	0.6%	3%	False	True	1,535,293
40	130-170	123-160	7-010	5.6%	0-213	0.5%	36%	False	False	1,497,820
60	130-170	123-160	7-010	5.6%	0-191	0.5%	36%	False	False	1,276,799
80	130-170	123-130	7-040	5.7%	0-183	0.5%	37%	False	False	959,904
100	130-170	122-210	7-280	6.2%	0-166	0.4%	43%	False	False	768,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-275
2.618	127-301
1.618	127-121
1.000	127-010
0.618	126-261
HIGH	126-150
0.618	126-081
0.500	126-060
0.382	126-039
LOW	125-290
0.618	125-179
1.000	125-110
1.618	124-319
2.618	124-139
4.250	123-165

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	126-060	126-085
PP	126-047	126-063
S1	126-033	126-042

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols