ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	124-160	124-080	-0-080	-0.2%	123-230
High	124-210	124-110	-0-100	-0.3%	124-210
Low	124-110	123-280	-0-150	-0.4%	123-190
Close	124-110	124-070	-0-040	-0.1%	124-070
Range	0-100	0-150	0-050	50.0%	1-020
ATR	0-100	0-103	0-004	3.6%	0-000
Volume	1,831	629	-1,202	-65.6%	2,831

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-177	125-113	124-152
R3	125-027	124-283	124-111
R2	124-197	124-197	124-098
R1	124-133	124-133	124-084	124-090
PP	124-047	124-047	124-047	124-025
S1	123-303	123-303	124-056	123-260
S2	123-217	123-217	124-042
S3	123-067	123-153	124-029
S4	122-237	123-003	123-308

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-110	126-270	124-257
R3	126-090	125-250	124-164
R2	125-070	125-070	124-132
R1	124-230	124-230	124-101	124-310
PP	124-050	124-050	124-050	124-090
S1	123-210	123-210	124-039	123-290
S2	123-030	123-030	124-008
S3	122-010	122-190	123-296
S4	120-310	121-170	123-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-210	123-190	1-020	0.9%	0-094	0.2%	59%	False	False	566
10	124-210	123-060	1-150	1.2%	0-088	0.2%	70%	False	False	576
20	124-210	122-210	2-000	1.6%	0-048	0.1%	78%	False	False	296
40	124-310	122-210	2-100	1.9%	0-026	0.1%	68%	False	False	148
60	124-310	122-210	2-100	1.9%	0-017	0.0%	68%	False	False	99
80	124-310	122-110	2-200	2.1%	0-016	0.0%	71%	False	False	75

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	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-108
2.618	125-183
1.618	125-033
1.000	124-260
0.618	124-203
HIGH	124-110
0.618	124-053
0.500	124-035
0.382	124-017
LOW	123-280
0.618	123-187
1.000	123-130
1.618	123-037
2.618	122-207
4.250	121-282

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	124-058	124-085
PP	124-047	124-080
S1	124-035	124-075

Download as Excel Spreadsheet

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

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