ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	128-020	127-130	-0-210	-0.5%	126-000
High	128-200	127-170	-1-030	-0.9%	129-280
Low	127-050	126-240	-0-130	-0.3%	126-000
Close	127-120	126-300	-0-140	-0.3%	126-300
Range	1-150	0-250	-0-220	-46.8%	3-280
ATR	0-216	0-218	0-002	1.1%	0-000
Volume	5,168	2,074	-3,094	-59.9%	11,215

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-133	128-307	127-118
R3	128-203	128-057	127-049
R2	127-273	127-273	127-026
R1	127-127	127-127	127-003	127-075
PP	127-023	127-023	127-023	126-318
S1	126-197	126-197	126-277	126-145
S2	126-093	126-093	126-254
S3	125-163	125-267	126-231
S4	124-233	125-017	126-162

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-073	136-307	129-022
R3	135-113	133-027	128-001
R2	131-153	131-153	127-207
R1	129-067	129-067	127-094	130-110
PP	127-193	127-193	127-193	128-055
S1	125-107	125-107	126-186	126-150
S2	123-233	123-233	126-073
S3	119-273	121-147	125-279
S4	115-313	117-187	124-258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-280	126-000	3-280	3.1%	1-092	1.0%	24%	False	False	2,243
10	129-280	124-080	5-200	4.4%	0-281	0.7%	48%	False	False	1,580
20	129-280	123-060	6-220	5.3%	0-184	0.5%	56%	False	False	1,078
40	129-280	122-210	7-070	5.7%	0-096	0.2%	59%	False	False	543
60	129-280	122-210	7-070	5.7%	0-064	0.2%	59%	False	False	362
80	129-280	122-110	7-170	5.9%	0-051	0.1%	61%	False	False	272

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-272
2.618	129-184
1.618	128-254
1.000	128-100
0.618	128-004
HIGH	127-170
0.618	127-074
0.500	127-045
0.382	127-016
LOW	126-240
0.618	126-086
1.000	125-310
1.618	125-156
2.618	124-226
4.250	123-138

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	127-045	128-090
PP	127-023	127-267
S1	127-002	127-123

Download as Excel Spreadsheet

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

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