ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 06-Feb-2015

Day Change Summary
	Previous	Current
	05-Feb-2015	06-Feb-2015	Change	Change %	Previous Week
Open	129-270	129-090	-0-180	-0.4%	130-190
High	130-020	129-140	-0-200	-0.5%	130-190
Low	129-040	127-290	-1-070	-0.9%	127-290
Close	129-090	128-040	-1-050	-0.9%	128-040
Range	0-300	1-170	0-190	63.3%	2-220
ATR	0-238	0-256	0-018	7.6%	0-000
Volume	13,865	9,412	-4,453	-32.1%	40,022

Daily Pivots for day following 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-027	132-043	128-310
R3	131-177	130-193	128-175
R2	130-007	130-007	128-130
R1	129-023	129-023	128-085	128-250
PP	128-157	128-157	128-157	128-110
S1	127-173	127-173	127-315	127-080
S2	126-307	126-307	127-270
S3	125-137	126-003	127-225
S4	123-287	124-153	127-090

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	136-300	135-070	129-193
R3	134-080	132-170	128-276
R2	131-180	131-180	128-198
R1	129-270	129-270	128-119	129-115
PP	128-280	128-280	128-280	128-202
S1	127-050	127-050	127-281	126-215
S2	126-060	126-060	127-202
S3	123-160	124-150	127-124
S4	120-260	121-250	126-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-190	127-290	2-220	2.1%	0-316	0.8%	8%	False	True	8,004
10	130-200	127-290	2-230	2.1%	0-276	0.7%	8%	False	True	7,279
20	130-200	127-200	3-000	2.3%	0-260	0.6%	17%	False	False	4,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	135-302
2.618	133-143
1.618	131-293
1.000	130-310
0.618	130-123
HIGH	129-140
0.618	128-273
0.500	128-215
0.382	128-157
LOW	127-290
0.618	126-307
1.000	126-120
1.618	125-137
2.618	123-287
4.250	121-128

Fisher Pivots for day following 06-Feb-2015
Pivot	1 day	3 day
R1	128-215	128-315
PP	128-157	128-223
S1	128-098	128-132

Download as Excel Spreadsheet

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

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