ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	125-260	125-310	0-050	0.1%	126-000
High	126-020	126-000	-0-020	0.0%	126-100
Low	125-250	125-170	-0-080	-0.2%	125-120
Close	125-310	125-220	-0-090	-0.2%	126-000
Range	0-090	0-150	0-060	66.7%	0-300
ATR	0-170	0-169	-0-001	-0.9%	0-000
Volume	34,400	32,199	-2,201	-6.4%	44,069

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-047	126-283	125-302
R3	126-217	126-133	125-261
R2	126-067	126-067	125-248
R1	125-303	125-303	125-234	125-270
PP	125-237	125-237	125-237	125-220
S1	125-153	125-153	125-206	125-120
S2	125-087	125-087	125-192
S3	124-257	125-003	125-179
S4	124-107	124-173	125-138

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-227	128-093	126-165
R3	127-247	127-113	126-082
R2	126-267	126-267	126-055
R1	126-133	126-133	126-028	126-150
PP	125-287	125-287	125-287	125-295
S1	125-153	125-153	125-292	125-170
S2	124-307	124-307	125-265
S3	124-007	124-173	125-238
S4	123-027	123-193	125-155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-110	125-150	0-280	0.7%	0-148	0.4%	25%	False	False	24,274
10	126-110	125-050	1-060	0.9%	0-162	0.4%	45%	False	False	15,424
20	127-000	125-050	1-270	1.5%	0-153	0.4%	29%	False	False	9,271
40	129-280	123-110	6-170	5.2%	0-180	0.4%	36%	False	False	5,333
60	129-280	122-210	7-070	5.7%	0-125	0.3%	42%	False	False	3,564
80	129-280	122-210	7-070	5.7%	0-094	0.2%	42%	False	False	2,673
100	129-280	122-110	7-170	6.0%	0-077	0.2%	44%	False	False	2,139

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

Fibonacci Retracements and Extensions
4.250	127-318
2.618	127-073
1.618	126-243
1.000	126-150
0.618	126-093
HIGH	126-000
0.618	125-263
0.500	125-245
0.382	125-227
LOW	125-170
0.618	125-077
1.000	125-020
1.618	124-247
2.618	124-097
4.250	123-172

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	125-245	125-300
PP	125-237	125-273
S1	125-228	125-247

Download as Excel Spreadsheet

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

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