ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	126-000	126-120	0-120	0.3%	126-220
High	126-155	126-240	0-085	0.2%	126-265
Low	125-310	126-120	0-130	0.3%	125-210
Close	126-125	126-185	0-060	0.1%	126-005
Range	0-165	0-120	-0-045	-27.3%	1-055
ATR	0-198	0-192	-0-006	-2.8%	0-000
Volume	434,205	419,043	-15,162	-3.5%	1,481,994

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-222	127-163	126-251
R3	127-102	127-043	126-218
R2	126-302	126-302	126-207
R1	126-243	126-243	126-196	126-272
PP	126-182	126-182	126-182	126-196
S1	126-123	126-123	126-174	126-152
S2	126-062	126-062	126-163
S3	125-262	126-003	126-152
S4	125-142	125-203	126-119

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	126-255	125-210	1-045	0.9%	0-160	0.4%	81%	False	False	381,541
10	128-125	125-210	2-235	2.2%	0-200	0.5%	34%	False	False	713,433
20	128-125	125-175	2-270	2.2%	0-210	0.5%	36%	False	False	1,030,095
40	128-125	125-050	3-075	2.6%	0-183	0.5%	44%	False	False	667,621
60	129-280	124-080	5-200	4.4%	0-196	0.5%	41%	False	False	445,756
80	129-280	122-210	7-070	5.7%	0-159	0.4%	54%	False	False	334,391
100	129-280	122-210	7-070	5.7%	0-128	0.3%	54%	False	False	267,513
120	129-280	122-210	7-070	5.7%	0-106	0.3%	54%	False	False	222,927

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-110
2.618	127-234
1.618	127-114
1.000	127-040
0.618	126-314
HIGH	126-240
0.618	126-194
0.500	126-180
0.382	126-166
LOW	126-120
0.618	126-046
1.000	126-000
1.618	125-246
2.618	125-126
4.250	124-250

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	126-183	126-159
PP	126-182	126-133
S1	126-180	126-108

Download as Excel Spreadsheet

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

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