ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	127-230	126-300	-0-250	-0.6%	125-270
High	127-270	127-075	-0-195	-0.5%	127-245
Low	126-305	126-100	-0-205	-0.5%	125-175
Close	126-305	126-155	-0-150	-0.4%	127-175
Range	0-285	0-295	0-010	3.5%	2-070
ATR	0-216	0-221	0-006	2.6%	0-000
Volume	1,297,023	1,235,864	-61,159	-4.7%	6,874,698

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-142	128-283	126-317
R3	128-167	127-308	126-236
R2	127-192	127-192	126-209
R1	127-013	127-013	126-182	126-275
PP	126-217	126-217	126-217	126-188
S1	126-038	126-038	126-128	125-300
S2	125-242	125-242	126-101
S3	124-267	125-063	126-074
S4	123-292	124-088	125-313

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-195	132-255	128-246
R3	131-125	130-185	128-050
R2	129-055	129-055	127-305
R1	128-115	128-115	127-240	128-245
PP	126-305	126-305	126-305	127-050
S1	126-045	126-045	127-110	126-175
S2	124-235	124-235	127-045
S3	122-165	123-295	126-300
S4	120-095	121-225	126-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-125	126-100	2-025	1.6%	0-287	0.7%	8%	False	True	1,381,914
10	128-125	125-175	2-270	2.2%	0-271	0.7%	33%	False	False	1,390,574
20	128-125	125-175	2-270	2.2%	0-210	0.5%	33%	False	False	1,169,802
40	128-125	125-050	3-075	2.6%	0-182	0.4%	41%	False	False	589,536
60	129-280	123-110	6-170	5.2%	0-190	0.5%	48%	False	False	393,490
80	129-280	122-210	7-070	5.7%	0-146	0.4%	53%	False	False	295,123
100	129-280	122-210	7-070	5.7%	0-117	0.3%	53%	False	False	236,099
120	129-280	122-110	7-170	6.0%	0-100	0.2%	55%	False	False	196,749

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	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-049
2.618	129-207
1.618	128-232
1.000	128-050
0.618	127-257
HIGH	127-075
0.618	126-282
0.500	126-248
0.382	126-213
LOW	126-100
0.618	125-238
1.000	125-125
1.618	124-263
2.618	123-288
4.250	122-126

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	126-248	127-112
PP	126-217	127-020
S1	126-186	126-248

Download as Excel Spreadsheet

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

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