ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	126-100	126-110	0-010	0.0%	126-000
High	126-135	126-205	0-070	0.2%	127-055
Low	126-050	126-045	-0-005	0.0%	125-260
Close	126-090	126-160	0-070	0.2%	127-015
Range	0-085	0-160	0-075	88.2%	1-115
ATR	0-162	0-162	0-000	-0.1%	0-000
Volume	1,141,674	1,126,587	-15,087	-1.3%	4,202,303

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-297	127-228	126-248
R3	127-137	127-068	126-204
R2	126-297	126-297	126-189
R1	126-228	126-228	126-175	126-262
PP	126-137	126-137	126-137	126-154
S1	126-068	126-068	126-145	126-102
S2	125-297	125-297	126-131
S3	125-137	125-228	126-116
S4	124-297	125-068	126-072

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	127-155	126-045	1-110	1.1%	0-168	0.4%	27%	False	True	1,140,561
10	127-155	125-210	1-265	1.4%	0-150	0.4%	46%	False	False	949,030
20	127-155	125-050	2-105	1.8%	0-156	0.4%	58%	False	False	482,227
40	129-280	125-050	4-230	3.7%	0-187	0.5%	28%	False	False	242,395
60	129-280	122-210	7-070	5.7%	0-149	0.4%	53%	False	False	161,735
80	129-280	122-210	7-070	5.7%	0-113	0.3%	53%	False	False	121,302
100	129-280	122-210	7-070	5.7%	0-090	0.2%	53%	False	False	97,041
120	129-280	122-110	7-170	6.0%	0-077	0.2%	55%	False	False	80,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-245
2.618	127-304
1.618	127-144
1.000	127-045
0.618	126-304
HIGH	126-205
0.618	126-144
0.500	126-125
0.382	126-106
LOW	126-045
0.618	125-266
1.000	125-205
1.618	125-106
2.618	124-266
4.250	124-005

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	126-148	126-158
PP	126-137	126-157
S1	126-125	126-155

Download as Excel Spreadsheet

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

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