ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	126-230	125-315	-0-235	-0.6%	127-200
High	126-255	126-060	-0-195	-0.5%	128-125
Low	125-290	125-210	-0-080	-0.2%	126-090
Close	126-000	125-305	-0-015	0.0%	126-205
Range	0-285	0-170	-0-115	-40.4%	2-035
ATR	0-214	0-211	-0-003	-1.5%	0-000
Volume	547,909	341,493	-206,416	-37.7%	6,190,450

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-168	127-087	126-078
R3	126-318	126-237	126-032
R2	126-148	126-148	126-016
R1	126-067	126-067	126-001	126-022
PP	125-298	125-298	125-298	125-276
S1	125-217	125-217	125-289	125-172
S2	125-128	125-128	125-274
S3	124-278	125-047	125-258
S4	124-108	124-197	125-212

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	127-075	125-210	1-185	1.3%	0-202	0.5%	19%	False	True	671,788
10	128-125	125-210	2-235	2.2%	0-240	0.6%	11%	False	True	1,054,329
20	128-125	125-175	2-270	2.3%	0-219	0.5%	14%	False	False	1,146,151
40	128-125	125-050	3-075	2.6%	0-185	0.5%	25%	False	False	642,469
60	129-280	123-280	6-000	4.8%	0-198	0.5%	35%	False	False	428,827
80	129-280	122-210	7-070	5.7%	0-155	0.4%	46%	False	False	321,662
100	129-280	122-210	7-070	5.7%	0-124	0.3%	46%	False	False	257,330
120	129-280	122-210	7-070	5.7%	0-104	0.3%	46%	False	False	214,441

Crabel Price Patterns
NR	True
NR4	False
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	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-142
2.618	127-185
1.618	127-015
1.000	126-230
0.618	126-165
HIGH	126-060
0.618	125-315
0.500	125-295
0.382	125-275
LOW	125-210
0.618	125-105
1.000	125-040
1.618	124-255
2.618	124-085
4.250	123-128

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	125-302	126-078
PP	125-298	126-047
S1	125-295	126-016

Download as Excel Spreadsheet

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

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