ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	126-065	126-205	0-140	0.3%	127-065
High	126-280	127-070	0-110	0.3%	127-155
Low	126-035	126-160	0-125	0.3%	125-240
Close	126-190	127-030	0-160	0.4%	125-290
Range	0-245	0-230	-0-015	-6.1%	1-235
ATR	0-182	0-185	0-003	1.9%	0-000
Volume	1,471,195	1,284,141	-187,054	-12.7%	6,619,483

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-030	128-260	127-156
R3	128-120	128-030	127-093
R2	127-210	127-210	127-072
R1	127-120	127-120	127-051	127-165
PP	126-300	126-300	126-300	127-002
S1	126-210	126-210	127-009	126-255
S2	126-070	126-070	126-308
S3	125-160	125-300	126-287
S4	124-250	125-070	126-224

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	131-187	130-153	126-275
R3	129-272	128-238	126-123
R2	128-037	128-037	126-072
R1	127-003	127-003	126-021	126-222
PP	126-122	126-122	126-122	126-071
S1	125-088	125-088	125-239	124-308
S2	124-207	124-207	125-188
S3	122-292	123-173	125-137
S4	121-057	121-258	124-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-070	125-175	1-215	1.3%	0-237	0.6%	93%	True	False	1,322,423
10	127-155	125-175	1-300	1.5%	0-198	0.5%	80%	False	False	1,237,974
20	127-155	125-140	2-015	1.6%	0-170	0.4%	81%	False	False	754,929
40	129-280	125-050	4-230	3.7%	0-198	0.5%	41%	False	False	379,434
60	129-280	122-210	7-070	5.7%	0-166	0.4%	61%	False	False	253,159
80	129-280	122-210	7-070	5.7%	0-125	0.3%	61%	False	False	189,871
100	129-280	122-210	7-070	5.7%	0-100	0.2%	61%	False	False	151,897
120	129-280	122-110	7-170	5.9%	0-086	0.2%	63%	False	False	126,581

Crabel Price Patterns
NR	True
NR4	True
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	0-042
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-088
2.618	129-032
1.618	128-122
1.000	127-300
0.618	127-212
HIGH	127-070
0.618	126-302
0.500	126-275
0.382	126-248
LOW	126-160
0.618	126-018
1.000	125-250
1.618	125-108
2.618	124-198
4.250	123-142

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	127-005	126-274
PP	126-300	126-198
S1	126-275	126-122

Download as Excel Spreadsheet

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

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