ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	126-030	126-155	0-125	0.3%	125-310
High	126-165	126-255	0-090	0.2%	126-110
Low	126-000	126-145	0-145	0.4%	125-170
Close	126-155	126-235	0-080	0.2%	126-000
Range	0-165	0-110	-0-055	-33.3%	0-260
ATR	0-161	0-157	-0-004	-2.3%	0-000
Volume	1,960,070	1,191,404	-768,666	-39.2%	407,453

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-222	127-178	126-296
R3	127-112	127-068	126-265
R2	127-002	127-002	126-255
R1	126-278	126-278	126-245	126-300
PP	126-212	126-212	126-212	126-222
S1	126-168	126-168	126-225	126-190
S2	126-102	126-102	126-215
S3	125-312	126-058	126-205
S4	125-202	125-268	126-174

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-127	128-003	126-143
R3	127-187	127-063	126-072
R2	126-247	126-247	126-048
R1	126-123	126-123	126-024	126-185
PP	125-307	125-307	125-307	126-018
S1	125-183	125-183	125-296	125-245
S2	125-047	125-047	125-272
S3	124-107	124-243	125-248
S4	123-167	123-303	125-177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-255	125-210	1-045	0.9%	0-131	0.3%	95%	True	False	757,499
10	126-255	125-150	1-105	1.0%	0-140	0.3%	95%	True	False	390,886
20	126-255	125-050	1-205	1.3%	0-145	0.4%	96%	True	False	198,187
40	129-280	123-280	6-000	4.7%	0-184	0.5%	48%	False	False	99,947
60	129-280	122-210	7-070	5.7%	0-136	0.3%	56%	False	False	66,689
80	129-280	122-210	7-070	5.7%	0-102	0.3%	56%	False	False	50,017
100	129-280	122-210	7-070	5.7%	0-083	0.2%	56%	False	False	40,013
120	129-280	122-110	7-170	5.9%	0-070	0.2%	58%	False	False	33,345

Crabel Price Patterns
NR	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-082
2.618	127-223
1.618	127-113
1.000	127-045
0.618	127-003
HIGH	126-255
0.618	126-213
0.500	126-200
0.382	126-187
LOW	126-145
0.618	126-077
1.000	126-035
1.618	125-287
2.618	125-177
4.250	124-318

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	126-223	126-189
PP	126-212	126-143
S1	126-200	126-098

Download as Excel Spreadsheet

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

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