ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 19-Mar-2015

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	128-060	129-115	1-055	0.9%	126-235
High	129-145	129-175	0-030	0.1%	128-090
Low	128-060	128-230	0-170	0.4%	126-215
Close	129-050	128-260	-0-110	-0.3%	127-245
Range	1-085	0-265	-0-140	-34.6%	1-195
ATR	0-235	0-237	0-002	0.9%	0-000
Volume	25,911	21,403	-4,508	-17.4%	107,326

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-163	130-317	129-086
R3	130-218	130-052	129-013
R2	129-273	129-273	128-309
R1	129-107	129-107	128-284	129-058
PP	129-008	129-008	129-008	128-304
S1	128-162	128-162	128-236	128-112
S2	128-063	128-063	128-211
S3	127-118	127-217	128-187
S4	126-173	126-272	128-114

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-128	131-222	128-208
R3	130-253	130-027	128-067
R2	129-058	129-058	128-019
R1	128-152	128-152	127-292	128-265
PP	127-183	127-183	127-183	127-240
S1	126-277	126-277	127-198	127-070
S2	125-308	125-308	127-151
S3	124-113	125-082	127-103
S4	122-238	123-207	126-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-175	127-140	2-035	1.6%	0-212	0.5%	65%	True	False	16,134
10	129-175	126-200	2-295	2.3%	0-231	0.6%	75%	True	False	22,061
20	129-175	126-200	2-295	2.3%	0-220	0.5%	75%	True	False	490,243
40	131-055	126-200	4-175	3.5%	0-253	0.6%	48%	False	False	916,530
60	131-055	125-210	5-165	4.3%	0-248	0.6%	57%	False	False	957,517
80	131-055	125-175	5-200	4.4%	0-239	0.6%	58%	False	False	1,019,783
100	131-055	125-050	6-005	4.7%	0-220	0.5%	61%	False	False	818,371
120	131-055	123-110	7-265	6.1%	0-219	0.5%	70%	False	False	682,208

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-021
2.618	131-229
1.618	130-284
1.000	130-120
0.618	130-019
HIGH	129-175
0.618	129-074
0.500	129-042
0.382	129-011
LOW	128-230
0.618	128-066
1.000	127-285
1.618	127-121
2.618	126-176
4.250	125-064

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	129-042	128-255
PP	129-008	128-250
S1	128-294	128-245

Download as Excel Spreadsheet

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

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