ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	125-310	125-210	-0-100	-0.2%	126-000
High	126-000	126-040	0-040	0.1%	126-100
Low	125-170	125-210	0-040	0.1%	125-120
Close	125-220	125-280	0-060	0.1%	126-000
Range	0-150	0-150	0-000	0.0%	0-300
ATR	0-169	0-168	-0-001	-0.8%	0-000
Volume	32,199	70,596	38,397	119.2%	44,069

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-093	127-017	126-042
R3	126-263	126-187	126-001
R2	126-113	126-113	125-308
R1	126-037	126-037	125-294	126-075
PP	125-283	125-283	125-283	125-302
S1	125-207	125-207	125-266	125-245
S2	125-133	125-133	125-252
S3	124-303	125-057	125-239
S4	124-153	124-227	125-198

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%	0-154	0.4%	46%	False	False	36,579
10	126-110	125-050	1-060	0.9%	0-163	0.4%	61%	False	False	21,932
20	126-190	125-050	1-140	1.1%	0-147	0.4%	50%	False	False	12,726
40	129-280	123-110	6-170	5.2%	0-181	0.4%	39%	False	False	7,060
60	129-280	122-210	7-070	5.7%	0-128	0.3%	45%	False	False	4,740
80	129-280	122-210	7-070	5.7%	0-096	0.2%	45%	False	False	3,555
100	129-280	122-110	7-170	6.0%	0-079	0.2%	47%	False	False	2,845

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-031

Fibonacci Retracements and Extensions
4.250	128-038
2.618	127-113
1.618	126-283
1.000	126-190
0.618	126-133
HIGH	126-040
0.618	125-303
0.500	125-285
0.382	125-267
LOW	125-210
0.618	125-117
1.000	125-060
1.618	124-287
2.618	124-137
4.250	123-212

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	125-285	125-275
PP	125-283	125-270
S1	125-282	125-265

Download as Excel Spreadsheet

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

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