ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	126-205	127-030	0-145	0.4%	127-065
High	127-070	127-120	0-050	0.1%	127-155
Low	126-160	126-190	0-030	0.1%	125-240
Close	127-030	126-280	-0-070	-0.2%	125-290
Range	0-230	0-250	0-020	8.7%	1-235
ATR	0-185	0-190	0-005	2.5%	0-000
Volume	1,284,141	1,510,648	226,507	17.6%	6,619,483

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-093	128-277	127-098
R3	128-163	128-027	127-029
R2	127-233	127-233	127-006
R1	127-097	127-097	126-303	127-040
PP	126-303	126-303	126-303	126-275
S1	126-167	126-167	126-257	126-110
S2	126-053	126-053	126-234
S3	125-123	125-237	126-211
S4	124-193	124-307	126-142

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	127-120	125-175	1-265	1.4%	0-255	0.6%	73%	True	False	1,399,235
10	127-155	125-175	1-300	1.5%	0-212	0.5%	69%	False	False	1,269,898
20	127-155	125-150	2-005	1.6%	0-176	0.4%	70%	False	False	830,392
40	128-200	125-050	3-150	2.7%	0-179	0.4%	50%	False	False	417,146
60	129-280	122-210	7-070	5.7%	0-170	0.4%	58%	False	False	278,336
80	129-280	122-210	7-070	5.7%	0-128	0.3%	58%	False	False	208,754
100	129-280	122-210	7-070	5.7%	0-103	0.3%	58%	False	False	167,003
120	129-280	122-110	7-170	5.9%	0-088	0.2%	60%	False	False	139,170

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	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-222
2.618	129-134
1.618	128-204
1.000	128-050
0.618	127-274
HIGH	127-120
0.618	127-024
0.500	126-315
0.382	126-286
LOW	126-190
0.618	126-036
1.000	125-260
1.618	125-106
2.618	124-176
4.250	123-088

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	126-315	126-266
PP	126-303	126-252
S1	126-292	126-238

Download as Excel Spreadsheet

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

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