ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	126-070	126-165	0-095	0.2%	126-215
High	126-175	126-240	0-065	0.2%	127-005
Low	126-050	126-055	0-005	0.0%	126-020
Close	126-155	126-220	0-065	0.2%	126-220
Range	0-125	0-185	0-060	48.0%	0-305
ATR	0-200	0-199	-0-001	-0.6%	0-000
Volume	1,046,815	1,170,390	123,575	11.8%	4,402,933

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-087	128-018	127-002
R3	127-222	127-153	126-271
R2	127-037	127-037	126-254
R1	126-288	126-288	126-237	127-002
PP	126-172	126-172	126-172	126-189
S1	126-103	126-103	126-203	126-138
S2	125-307	125-307	126-186
S3	125-122	125-238	126-169
S4	124-257	125-053	126-118

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-143	129-007	127-068
R3	128-158	128-022	126-304
R2	127-173	127-173	126-276
R1	127-037	127-037	126-248	127-105
PP	126-188	126-188	126-188	126-222
S1	126-052	126-052	126-192	126-120
S2	125-203	125-203	126-164
S3	124-218	125-067	126-136
S4	123-233	124-082	126-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-005	126-020	0-305	0.8%	0-162	0.4%	66%	False	False	880,586
10	127-005	125-270	1-055	0.9%	0-174	0.4%	72%	False	False	1,040,992
20	128-085	125-270	2-135	1.9%	0-184	0.5%	35%	False	False	1,168,962
40	130-170	124-010	6-160	5.1%	0-217	0.5%	41%	False	False	1,454,006
60	130-170	123-160	7-010	5.6%	0-194	0.5%	45%	False	False	1,372,499
80	130-170	123-130	7-040	5.6%	0-187	0.5%	46%	False	False	1,034,780
100	130-170	122-300	7-190	6.0%	0-171	0.4%	49%	False	False	828,267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-066
2.618	128-084
1.618	127-219
1.000	127-105
0.618	127-034
HIGH	126-240
0.618	126-169
0.500	126-148
0.382	126-126
LOW	126-055
0.618	125-261
1.000	125-190
1.618	125-076
2.618	124-211
4.250	123-229

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	126-196	126-192
PP	126-172	126-165
S1	126-148	126-138

Download as Excel Spreadsheet

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

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