ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	125-220	125-190	-0-030	-0.1%	126-080
High	125-220	125-230	0-010	0.0%	126-180
Low	125-110	125-090	-0-020	0.0%	125-150
Close	125-180	125-110	-0-070	-0.2%	125-210
Range	0-110	0-140	0-030	27.3%	1-030
ATR	0-179	0-176	-0-003	-1.6%	0-000
Volume	5,218	5,517	299	5.7%	14,001

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-243	126-157	125-187
R3	126-103	126-017	125-148
R2	125-283	125-283	125-136
R1	125-197	125-197	125-123	125-170
PP	125-143	125-143	125-143	125-130
S1	125-057	125-057	125-097	125-030
S2	125-003	125-003	125-084
S3	124-183	124-237	125-072
S4	124-043	124-097	125-033

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	125-280	125-080	0-200	0.5%	0-126	0.3%	15%	False	False	4,606
10	126-190	125-080	1-110	1.1%	0-131	0.3%	7%	False	False	3,519
20	129-280	125-080	4-200	3.7%	0-216	0.5%	2%	False	False	2,753
40	129-280	122-210	7-070	5.8%	0-149	0.4%	37%	False	False	1,627
60	129-280	122-210	7-070	5.8%	0-100	0.3%	37%	False	False	1,085
80	129-280	122-210	7-070	5.8%	0-075	0.2%	37%	False	False	814
100	129-280	122-110	7-170	6.0%	0-063	0.2%	40%	False	False	652

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-185
2.618	126-277
1.618	126-137
1.000	126-050
0.618	125-317
HIGH	125-230
0.618	125-177
0.500	125-160
0.382	125-143
LOW	125-090
0.618	125-003
1.000	124-270
1.618	124-183
2.618	124-043
4.250	123-135

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	125-160	125-185
PP	125-143	125-160
S1	125-127	125-135

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols