ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	125-315	126-000	0-005	0.0%	126-220
High	126-035	126-155	0-120	0.3%	126-265
Low	125-295	125-310	0-015	0.0%	125-210
Close	126-005	126-125	0-120	0.3%	126-005
Range	0-060	0-165	0-105	175.0%	1-055
ATR	0-200	0-198	-0-003	-1.3%	0-000
Volume	165,055	434,205	269,150	163.1%	1,481,994

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-265	127-200	126-216
R3	127-100	127-035	126-170
R2	126-255	126-255	126-155
R1	126-190	126-190	126-140	126-222
PP	126-090	126-090	126-090	126-106
S1	126-025	126-025	126-110	126-058
S2	125-245	125-245	126-095
S3	125-080	125-180	126-080
S4	124-235	125-015	126-034

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%	0-156	0.4%	63%	False	False	383,239
10	128-125	125-210	2-235	2.2%	0-210	0.5%	27%	False	False	810,664
20	128-125	125-175	2-270	2.2%	0-216	0.5%	30%	False	False	1,080,041
40	128-125	125-050	3-075	2.6%	0-181	0.4%	38%	False	False	657,253
60	129-280	123-280	6-000	4.7%	0-196	0.5%	42%	False	False	438,782
80	129-280	122-210	7-070	5.7%	0-158	0.4%	52%	False	False	329,153
100	129-280	122-210	7-070	5.7%	0-127	0.3%	52%	False	False	263,322
120	129-280	122-210	7-070	5.7%	0-106	0.3%	52%	False	False	219,435

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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-216
2.618	127-267
1.618	127-102
1.000	127-000
0.618	126-257
HIGH	126-155
0.618	126-092
0.500	126-072
0.382	126-053
LOW	125-310
0.618	125-208
1.000	125-145
1.618	125-043
2.618	124-198
4.250	123-249

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	126-108	126-091
PP	126-090	126-057
S1	126-072	126-022

Download as Excel Spreadsheet

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

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