ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 25-Nov-2014

Day Change Summary
	Previous	Current
	24-Nov-2014	25-Nov-2014	Change	Change %	Previous Week
Open	126-220	126-250	0-030	0.1%	126-195
High	126-280	127-050	0-090	0.2%	127-000
Low	126-165	126-220	0-055	0.1%	126-085
Close	126-250	127-040	0-110	0.3%	126-220
Range	0-115	0-150	0-035	30.4%	0-235
ATR	0-175	0-173	-0-002	-1.0%	0-000
Volume	1,777,839	2,740,779	962,940	54.2%	5,728,032

Daily Pivots for day following 25-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-127	128-073	127-122
R3	127-297	127-243	127-081
R2	127-147	127-147	127-068
R1	127-093	127-093	127-054	127-120
PP	126-317	126-317	126-317	127-010
S1	126-263	126-263	127-026	126-290
S2	126-167	126-167	127-012
S3	126-017	126-113	126-319
S4	125-187	125-283	126-278

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	127-050	126-085	0-285	0.7%	0-134	0.3%	96%	True	False	1,681,886
10	127-050	126-035	1-015	0.8%	0-142	0.3%	97%	True	False	1,347,570
20	127-050	125-270	1-100	1.0%	0-163	0.4%	98%	True	False	1,228,665
40	130-170	124-220	5-270	4.6%	0-216	0.5%	42%	False	False	1,493,387
60	130-170	123-160	7-010	5.5%	0-196	0.5%	52%	False	False	1,430,890
80	130-170	123-160	7-010	5.5%	0-183	0.4%	52%	False	False	1,162,012
100	130-170	123-130	7-040	5.6%	0-174	0.4%	52%	False	False	930,552
120	130-170	122-210	7-280	6.2%	0-157	0.4%	57%	False	False	775,622

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	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-048
2.618	128-123
1.618	127-293
1.000	127-200
0.618	127-143
HIGH	127-050
0.618	126-313
0.500	126-295
0.382	126-277
LOW	126-220
0.618	126-127
1.000	126-070
1.618	125-297
2.618	125-147
4.250	124-222

Fisher Pivots for day following 25-Nov-2014
Pivot	1 day	3 day
R1	127-018	127-001
PP	126-317	126-282
S1	126-295	126-242

Download as Excel Spreadsheet

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

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