ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	126-210	126-110	-0-100	-0.2%	126-215
High	126-225	126-260	0-035	0.1%	127-005
Low	126-085	126-110	0-025	0.1%	126-020
Close	126-125	126-180	0-055	0.1%	126-220
Range	0-140	0-150	0-010	7.1%	0-305
ATR	0-187	0-184	-0-003	-1.4%	0-000
Volume	1,151,241	1,606,209	454,968	39.5%	4,402,933

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-313	127-237	126-262
R3	127-163	127-087	126-221
R2	127-013	127-013	126-208
R1	126-257	126-257	126-194	126-295
PP	126-183	126-183	126-183	126-202
S1	126-107	126-107	126-166	126-145
S2	126-033	126-033	126-152
S3	125-203	125-277	126-139
S4	125-053	125-127	126-098

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	126-055	0-265	0.7%	0-149	0.4%	47%	False	False	1,153,011
10	127-005	125-270	1-055	0.9%	0-166	0.4%	61%	False	False	1,060,278
20	127-145	125-270	1-195	1.3%	0-165	0.4%	45%	False	False	1,117,760
40	130-170	124-110	6-060	4.9%	0-218	0.5%	36%	False	False	1,458,498
60	130-170	123-160	7-010	5.6%	0-195	0.5%	44%	False	False	1,398,480
80	130-170	123-130	7-040	5.6%	0-186	0.5%	44%	False	False	1,091,900
100	130-170	122-300	7-190	6.0%	0-175	0.4%	48%	False	False	874,143
120	130-170	122-210	7-280	6.2%	0-154	0.4%	50%	False	False	728,522

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-258
2.618	128-013
1.618	127-183
1.000	127-090
0.618	127-033
HIGH	126-260
0.618	126-203
0.500	126-185
0.382	126-167
LOW	126-110
0.618	126-017
1.000	125-280
1.618	125-187
2.618	125-037
4.250	124-112

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	126-185	126-178
PP	126-183	126-175
S1	126-182	126-172

Download as Excel Spreadsheet

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

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