ECBOT 10 Year T-Note Future March 2015

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

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	125-220	125-240	0-020	0.0%	126-080
High	125-240	125-280	0-040	0.1%	126-180
Low	125-170	125-080	-0-090	-0.2%	125-150
Close	125-210	125-170	-0-040	-0.1%	125-210
Range	0-070	0-200	0-130	185.7%	1-030
ATR	0-189	0-190	0-001	0.4%	0-000
Volume	4,336	4,296	-40	-0.9%	14,001

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-137	127-033	125-280
R3	126-257	126-153	125-225
R2	126-057	126-057	125-207
R1	125-273	125-273	125-188	125-225
PP	125-177	125-177	125-177	125-152
S1	125-073	125-073	125-152	125-025
S2	124-297	124-297	125-133
S3	124-097	124-193	125-115
S4	123-217	123-313	125-060

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	126-150	125-080	1-070	1.0%	0-152	0.4%	23%	False	True	3,464
10	127-160	125-080	2-080	1.8%	0-163	0.4%	13%	False	True	2,690
20	129-280	124-150	5-130	4.3%	0-226	0.6%	20%	False	False	2,218
40	129-280	122-210	7-070	5.8%	0-140	0.3%	40%	False	False	1,268
60	129-280	122-210	7-070	5.8%	0-094	0.2%	40%	False	False	845
80	129-280	122-210	7-070	5.8%	0-071	0.2%	40%	False	False	634
100	129-280	122-110	7-170	6.0%	0-059	0.1%	42%	False	False	508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-170
2.618	127-164
1.618	126-284
1.000	126-160
0.618	126-084
HIGH	125-280
0.618	125-204
0.500	125-180
0.382	125-156
LOW	125-080
0.618	124-276
1.000	124-200
1.618	124-076
2.618	123-196
4.250	122-190

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	125-180	125-205
PP	125-177	125-193
S1	125-173	125-182

Download as Excel Spreadsheet

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

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