ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	125-140	125-160	0-020	0.0%	125-240
High	125-290	125-270	-0-020	0.0%	125-310
Low	125-140	125-150	0-010	0.0%	125-050
Close	125-200	125-250	0-050	0.1%	125-300
Range	0-150	0-120	-0-030	-20.0%	0-260
ATR	0-179	0-175	-0-004	-2.3%	0-000
Volume	1,384	9,068	7,684	555.2%	31,159

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-263	126-217	125-316
R3	126-143	126-097	125-283
R2	126-023	126-023	125-272
R1	125-297	125-297	125-261	126-000
PP	125-223	125-223	125-223	125-235
S1	125-177	125-177	125-239	125-200
S2	125-103	125-103	125-228
S3	124-303	125-057	125-217
S4	124-183	124-257	125-184

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-040	127-270	126-123
R3	127-100	127-010	126-052
R2	126-160	126-160	126-028
R1	126-070	126-070	126-004	126-115
PP	125-220	125-220	125-220	125-242
S1	125-130	125-130	125-276	125-175
S2	124-280	124-280	125-252
S3	124-020	124-190	125-228
S4	123-080	123-250	125-157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-100	125-050	1-050	0.9%	0-172	0.4%	54%	False	False	7,285
10	126-100	125-050	1-050	0.9%	0-149	0.4%	54%	False	False	5,945
20	127-170	125-050	2-120	1.9%	0-164	0.4%	26%	False	False	4,094
40	129-280	122-250	7-030	5.6%	0-170	0.4%	42%	False	False	2,534
60	129-280	122-210	7-070	5.7%	0-115	0.3%	43%	False	False	1,692
80	129-280	122-210	7-070	5.7%	0-086	0.2%	43%	False	False	1,269
100	129-280	122-110	7-170	6.0%	0-071	0.2%	46%	False	False	1,016

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-140
2.618	126-264
1.618	126-144
1.000	126-070
0.618	126-024
HIGH	125-270
0.618	125-224
0.500	125-210
0.382	125-196
LOW	125-150
0.618	125-076
1.000	125-030
1.618	124-276
2.618	124-156
4.250	123-280

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	125-237	125-235
PP	125-223	125-220
S1	125-210	125-205

Download as Excel Spreadsheet

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

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