ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	126-165	126-220	0-055	0.1%	126-195
High	126-230	126-280	0-050	0.1%	127-000
Low	126-115	126-165	0-050	0.1%	126-085
Close	126-220	126-250	0-030	0.1%	126-220
Range	0-115	0-115	0-000	0.0%	0-235
ATR	0-179	0-175	-0-005	-2.6%	0-000
Volume	1,133,366	1,777,839	644,473	56.9%	5,728,032

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-257	127-208	126-313
R3	127-142	127-093	126-282
R2	127-027	127-027	126-271
R1	126-298	126-298	126-261	127-002
PP	126-232	126-232	126-232	126-244
S1	126-183	126-183	126-239	126-208
S2	126-117	126-117	126-229
S3	126-002	126-068	126-218
S4	125-207	125-273	126-187

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-273	128-162	127-029
R3	128-038	127-247	126-285
R2	127-123	127-123	126-263
R1	127-012	127-012	126-242	127-068
PP	126-208	126-208	126-208	126-236
S1	126-097	126-097	126-198	126-152
S2	125-293	125-293	126-177
S3	125-058	125-182	126-155
S4	124-143	124-267	126-091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-280	126-085	0-195	0.5%	0-121	0.3%	85%	True	False	1,302,403
10	127-000	126-020	0-300	0.7%	0-136	0.3%	77%	False	False	1,096,307
20	127-070	125-270	1-120	1.1%	0-162	0.4%	68%	False	False	1,150,159
40	130-170	124-160	6-010	4.8%	0-215	0.5%	38%	False	False	1,460,246
60	130-170	123-160	7-010	5.5%	0-196	0.5%	47%	False	False	1,407,196
80	130-170	123-160	7-010	5.5%	0-182	0.4%	47%	False	False	1,127,903
100	130-170	123-050	7-120	5.8%	0-174	0.4%	49%	False	False	903,156
120	130-170	122-210	7-280	6.2%	0-156	0.4%	52%	False	False	752,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-034

Fibonacci Retracements and Extensions
4.250	128-129
2.618	127-261
1.618	127-146
1.000	127-075
0.618	127-031
HIGH	126-280
0.618	126-236
0.500	126-222
0.382	126-209
LOW	126-165
0.618	126-094
1.000	126-050
1.618	125-299
2.618	125-184
4.250	124-316

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	126-241	126-232
PP	126-232	126-213
S1	126-222	126-195

Download as Excel Spreadsheet

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

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