ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	125-280	125-220	-0-060	-0.1%	126-080
High	126-010	125-240	-0-090	-0.2%	126-180
Low	125-200	125-170	-0-030	-0.1%	125-150
Close	125-290	125-210	-0-080	-0.2%	125-210
Range	0-130	0-070	-0-060	-46.2%	1-030
ATR	0-195	0-189	-0-005	-2.7%	0-000
Volume	4,484	4,336	-148	-3.3%	14,001

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-097	126-063	125-248
R3	126-027	125-313	125-229
R2	125-277	125-277	125-223
R1	125-243	125-243	125-216	125-225
PP	125-207	125-207	125-207	125-198
S1	125-173	125-173	125-204	125-155
S2	125-137	125-137	125-197
S3	125-067	125-103	125-191
S4	124-317	125-033	125-172

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-057	128-163	126-082
R3	128-027	127-133	125-306
R2	126-317	126-317	125-274
R1	126-103	126-103	125-242	126-035
PP	125-287	125-287	125-287	125-252
S1	125-073	125-073	125-178	125-005
S2	124-257	124-257	125-146
S3	123-227	124-043	125-114
S4	122-197	123-013	125-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-180	125-150	1-030	0.9%	0-132	0.3%	17%	False	False	2,800
10	127-160	125-150	2-010	1.6%	0-162	0.4%	9%	False	False	2,469
20	129-280	124-080	5-200	4.5%	0-222	0.6%	25%	False	False	2,025
40	129-280	122-210	7-070	5.7%	0-135	0.3%	42%	False	False	1,160
60	129-280	122-210	7-070	5.7%	0-091	0.2%	42%	False	False	774
80	129-280	122-210	7-070	5.7%	0-068	0.2%	42%	False	False	580
100	129-280	122-110	7-170	6.0%	0-057	0.1%	44%	False	False	465

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-031
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	126-218
2.618	126-103
1.618	126-033
1.000	125-310
0.618	125-283
HIGH	125-240
0.618	125-213
0.500	125-205
0.382	125-197
LOW	125-170
0.618	125-127
1.000	125-100
1.618	125-057
2.618	124-307
4.250	124-192

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	125-208	125-270
PP	125-207	125-250
S1	125-205	125-230

Download as Excel Spreadsheet

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

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