ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	126-000	126-215	0-215	0.5%	126-135
High	126-240	127-005	0-085	0.2%	126-240
Low	125-270	126-080	0-130	0.3%	125-270
Close	126-210	126-085	-0-125	-0.3%	126-210
Range	0-290	0-245	-0-045	-15.5%	0-290
ATR	0-217	0-219	0-002	0.9%	0-000
Volume	1,605,186	945,726	-659,460	-41.1%	6,006,996

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-258	128-097	126-220
R3	128-013	127-172	126-152
R2	127-088	127-088	126-130
R1	126-247	126-247	126-107	126-205
PP	126-163	126-163	126-163	126-142
S1	126-002	126-002	126-063	125-280
S2	125-238	125-238	126-040
S3	124-313	125-077	126-018
S4	124-068	124-152	125-270

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-043	128-257	127-050
R3	128-073	127-287	126-290
R2	127-103	127-103	126-263
R1	126-317	126-317	126-237	127-050
PP	126-133	126-133	126-133	126-160
S1	126-027	126-027	126-183	126-080
S2	125-163	125-163	126-157
S3	124-193	125-057	126-130
S4	123-223	124-087	126-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-005	125-270	1-055	0.9%	0-192	0.5%	36%	True	False	1,162,565
10	127-070	125-270	1-120	1.1%	0-188	0.5%	31%	False	False	1,204,010
20	130-170	125-270	4-220	3.7%	0-263	0.7%	9%	False	False	1,566,934
40	130-170	123-160	7-010	5.6%	0-220	0.5%	39%	False	False	1,499,800
60	130-170	123-160	7-010	5.6%	0-193	0.5%	39%	False	False	1,318,465
80	130-170	123-130	7-040	5.6%	0-185	0.5%	40%	False	False	991,759
100	130-170	122-300	7-190	6.0%	0-168	0.4%	44%	False	False	793,705

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-086
2.618	129-006
1.618	128-081
1.000	127-250
0.618	127-156
HIGH	127-005
0.618	126-231
0.500	126-202
0.382	126-174
LOW	126-080
0.618	125-249
1.000	125-155
1.618	125-004
2.618	124-079
4.250	122-319

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	126-202	126-138
PP	126-163	126-120
S1	126-124	126-102

Download as Excel Spreadsheet

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

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