ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	125-315	125-315	0-000	0.0%	126-220
High	126-060	126-035	-0-025	-0.1%	126-265
Low	125-210	125-295	0-085	0.2%	125-210
Close	125-305	126-005	0-020	0.0%	126-005
Range	0-170	0-060	-0-110	-64.7%	1-055
ATR	0-211	0-200	-0-011	-5.1%	0-000
Volume	341,493	165,055	-176,438	-51.7%	1,481,994

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-185	126-155	126-038
R3	126-125	126-095	126-022
R2	126-065	126-065	126-016
R1	126-035	126-035	126-010	126-050
PP	126-005	126-005	126-005	126-012
S1	125-295	125-295	126-000	125-310
S2	125-265	125-265	125-314
S3	125-205	125-235	125-308
S4	125-145	125-175	125-292

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-218	129-007	126-211
R3	128-163	127-272	126-108
R2	127-108	127-108	126-074
R1	126-217	126-217	126-039	126-135
PP	126-053	126-053	126-053	126-012
S1	125-162	125-162	125-291	125-080
S2	124-318	124-318	125-256
S3	123-263	124-107	125-222
S4	122-208	123-052	125-119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-265	125-210	1-055	0.9%	0-155	0.4%	31%	False	False	457,626
10	128-125	125-210	2-235	2.2%	0-221	0.5%	13%	False	False	919,770
20	128-125	125-175	2-270	2.3%	0-216	0.5%	16%	False	False	1,094,834
40	128-125	125-050	3-075	2.6%	0-180	0.4%	27%	False	False	646,510
60	129-280	123-280	6-000	4.8%	0-195	0.5%	36%	False	False	431,576
80	129-280	122-210	7-070	5.7%	0-156	0.4%	47%	False	False	323,725
100	129-280	122-210	7-070	5.7%	0-125	0.3%	47%	False	False	258,980
120	129-280	122-210	7-070	5.7%	0-105	0.3%	47%	False	False	215,817

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	126-290
2.618	126-192
1.618	126-132
1.000	126-095
0.618	126-072
HIGH	126-035
0.618	126-012
0.500	126-005
0.382	125-318
LOW	125-295
0.618	125-258
1.000	125-235
1.618	125-198
2.618	125-138
4.250	125-040

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	126-005	126-072
PP	126-005	126-050
S1	126-005	126-028

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

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