ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	126-145	126-220	0-075	0.2%	127-200
High	126-250	126-265	0-015	0.0%	128-125
Low	126-090	126-165	0-075	0.2%	126-090
Close	126-205	126-225	0-020	0.0%	126-205
Range	0-160	0-100	-0-060	-37.5%	2-035
ATR	0-217	0-209	-0-008	-3.9%	0-000
Volume	806,138	427,537	-378,601	-47.0%	6,190,450

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-198	127-152	126-280
R3	127-098	127-052	126-252
R2	126-318	126-318	126-243
R1	126-272	126-272	126-234	126-295
PP	126-218	126-218	126-218	126-230
S1	126-172	126-172	126-216	126-195
S2	126-118	126-118	126-207
S3	126-018	126-072	126-198
S4	125-238	125-292	126-170

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-138	132-047	127-256
R3	131-103	130-012	127-071
R2	129-068	129-068	127-009
R1	127-297	127-297	126-267	127-165
PP	127-033	127-033	127-033	126-288
S1	125-262	125-262	126-143	125-130
S2	124-318	124-318	126-081
S3	122-283	123-227	126-019
S4	120-248	121-192	125-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-125	126-090	2-035	1.7%	0-240	0.6%	20%	False	False	1,045,326
10	128-125	126-035	2-090	1.8%	0-242	0.6%	26%	False	False	1,240,922
20	128-125	125-175	2-270	2.2%	0-210	0.5%	41%	False	False	1,215,723
40	128-125	125-050	3-075	2.6%	0-179	0.4%	48%	False	False	620,278
60	129-280	123-190	6-090	5.0%	0-190	0.5%	50%	False	False	414,008
80	129-280	122-210	7-070	5.7%	0-150	0.4%	56%	False	False	310,544
100	129-280	122-210	7-070	5.7%	0-120	0.3%	56%	False	False	248,436
120	129-280	122-110	7-170	5.9%	0-101	0.2%	58%	False	False	207,030

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-049
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	128-050
2.618	127-207
1.618	127-107
1.000	127-045
0.618	127-007
HIGH	126-265
0.618	126-227
0.500	126-215
0.382	126-203
LOW	126-165
0.618	126-103
1.000	126-065
1.618	126-003
2.618	125-223
4.250	125-060

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	126-222	126-242
PP	126-218	126-237
S1	126-215	126-231

Download as Excel Spreadsheet

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

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