ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	126-160	126-210	0-050	0.1%	126-215
High	126-235	126-225	-0-010	0.0%	127-005
Low	126-150	126-085	-0-065	-0.2%	126-020
Close	126-205	126-125	-0-080	-0.2%	126-220
Range	0-085	0-140	0-055	64.7%	0-305
ATR	0-190	0-187	-0-004	-1.9%	0-000
Volume	843,364	1,151,241	307,877	36.5%	4,402,933

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-245	127-165	126-202
R3	127-105	127-025	126-164
R2	126-285	126-285	126-151
R1	126-205	126-205	126-138	126-175
PP	126-145	126-145	126-145	126-130
S1	126-065	126-065	126-112	126-035
S2	126-005	126-005	126-099
S3	125-185	125-245	126-086
S4	125-045	125-105	126-048

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	127-000	126-050	0-270	0.7%	0-144	0.4%	28%	False	False	1,041,132
10	127-005	125-270	1-055	0.9%	0-169	0.4%	47%	False	False	1,015,984
20	127-220	125-270	1-270	1.5%	0-172	0.4%	30%	False	False	1,108,482
40	130-170	124-085	6-085	5.0%	0-219	0.5%	34%	False	False	1,453,965
60	130-170	123-160	7-010	5.6%	0-195	0.5%	41%	False	False	1,399,650
80	130-170	123-130	7-040	5.6%	0-188	0.5%	42%	False	False	1,071,914
100	130-170	122-300	7-190	6.0%	0-174	0.4%	45%	False	False	858,139
120	130-170	122-210	7-280	6.2%	0-152	0.4%	47%	False	False	715,137

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-180
2.618	127-272
1.618	127-132
1.000	127-045
0.618	126-312
HIGH	126-225
0.618	126-172
0.500	126-155
0.382	126-138
LOW	126-085
0.618	125-318
1.000	125-265
1.618	125-178
2.618	125-038
4.250	124-130

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	126-155	126-202
PP	126-145	126-177
S1	126-135	126-151

Download as Excel Spreadsheet

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

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