ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	126-085	126-060	-0-025	-0.1%	126-135
High	126-110	126-200	0-090	0.2%	126-240
Low	126-020	126-035	0-015	0.0%	125-270
Close	126-035	126-105	0-070	0.2%	126-210
Range	0-090	0-165	0-075	83.3%	0-290
ATR	0-209	0-206	-0-003	-1.5%	0-000
Volume	228,153	1,011,849	783,696	343.5%	6,006,996

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-288	127-202	126-196
R3	127-123	127-037	126-150
R2	126-278	126-278	126-135
R1	126-192	126-192	126-120	126-235
PP	126-113	126-113	126-113	126-135
S1	126-027	126-027	126-090	126-070
S2	125-268	125-268	126-075
S3	125-103	125-182	126-060
S4	124-258	125-017	126-014

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%	0-194	0.5%	41%	False	False	990,836
10	127-005	125-270	1-055	0.9%	0-174	0.4%	41%	False	False	1,095,110
20	129-180	125-270	3-230	2.9%	0-211	0.5%	13%	False	False	1,316,480
40	130-170	123-160	7-010	5.6%	0-217	0.5%	40%	False	False	1,460,837
60	130-170	123-160	7-010	5.6%	0-193	0.5%	40%	False	False	1,338,029
80	130-170	123-130	7-040	5.6%	0-186	0.5%	41%	False	False	1,007,202
100	130-170	122-300	7-190	6.0%	0-170	0.4%	45%	False	False	806,095

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	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-261
2.618	127-312
1.618	127-147
1.000	127-045
0.618	126-302
HIGH	126-200
0.618	126-137
0.500	126-118
0.382	126-098
LOW	126-035
0.618	125-253
1.000	125-190
1.618	125-088
2.618	124-243
4.250	123-294

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	126-118	126-172
PP	126-113	126-150
S1	126-109	126-128

Download as Excel Spreadsheet

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

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