ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	126-155	126-240	0-085	0.2%	126-000
High	126-255	127-055	0-120	0.3%	127-055
Low	126-145	126-210	0-065	0.2%	125-260
Close	126-235	127-015	0-100	0.2%	127-015
Range	0-110	0-165	0-055	50.0%	1-115
ATR	0-157	0-158	0-001	0.4%	0-000
Volume	1,191,404	730,062	-461,342	-38.7%	4,202,303

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-162	128-093	127-106
R3	127-317	127-248	127-060
R2	127-152	127-152	127-045
R1	127-083	127-083	127-030	127-118
PP	126-307	126-307	126-307	127-004
S1	126-238	126-238	127-000	126-272
S2	126-142	126-142	126-305
S3	125-297	126-073	126-290
S4	125-132	125-228	126-244

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-242	130-083	127-254
R3	129-127	128-288	127-135
R2	128-012	128-012	127-095
R1	127-173	127-173	127-055	127-252
PP	126-217	126-217	126-217	126-256
S1	126-058	126-058	126-295	126-138
S2	125-102	125-102	126-255
S3	123-307	124-263	126-215
S4	122-192	123-148	126-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-055	125-220	1-155	1.2%	0-134	0.3%	92%	True	False	889,393
10	127-055	125-150	1-225	1.3%	0-144	0.4%	93%	True	False	462,986
20	127-055	125-050	2-005	1.6%	0-146	0.4%	94%	True	False	234,466
40	129-280	123-280	6-000	4.7%	0-186	0.5%	53%	False	False	118,152
60	129-280	122-210	7-070	5.7%	0-138	0.3%	61%	False	False	78,856
80	129-280	122-210	7-070	5.7%	0-104	0.3%	61%	False	False	59,142
100	129-280	122-210	7-070	5.7%	0-084	0.2%	61%	False	False	47,314
120	129-280	122-110	7-170	5.9%	0-071	0.2%	62%	False	False	39,429

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-116
2.618	128-167
1.618	128-002
1.000	127-220
0.618	127-157
HIGH	127-055
0.618	126-312
0.500	126-292
0.382	126-273
LOW	126-210
0.618	126-108
1.000	126-045
1.618	125-263
2.618	125-098
4.250	124-149

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	127-001	126-286
PP	126-307	126-237
S1	126-292	126-188

Download as Excel Spreadsheet

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

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