ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	126-120	126-195	0-075	0.2%	126-220
High	126-240	126-260	0-020	0.0%	126-265
Low	126-120	126-180	0-060	0.1%	125-210
Close	126-185	126-255	0-070	0.2%	126-005
Range	0-120	0-080	-0-040	-33.3%	1-055
ATR	0-192	0-184	-0-008	-4.2%	0-000
Volume	419,043	270,132	-148,911	-35.5%	1,481,994

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-152	127-123	126-299
R3	127-072	127-043	126-277
R2	126-312	126-312	126-270
R1	126-283	126-283	126-262	126-298
PP	126-232	126-232	126-232	126-239
S1	126-203	126-203	126-248	126-218
S2	126-152	126-152	126-240
S3	126-072	126-123	126-233
S4	125-312	126-043	126-211

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	126-260	125-210	1-050	0.9%	0-119	0.3%	99%	True	False	325,985
10	127-270	125-210	2-060	1.7%	0-172	0.4%	52%	False	False	594,439
20	128-125	125-175	2-270	2.2%	0-205	0.5%	44%	False	False	979,276
40	128-125	125-050	3-075	2.6%	0-180	0.4%	51%	False	False	674,267
60	129-280	124-150	5-130	4.3%	0-195	0.5%	43%	False	False	450,250
80	129-280	122-210	7-070	5.7%	0-160	0.4%	57%	False	False	337,767
100	129-280	122-210	7-070	5.7%	0-129	0.3%	57%	False	False	270,214
120	129-280	122-210	7-070	5.7%	0-107	0.3%	57%	False	False	225,178

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-280
2.618	127-149
1.618	127-069
1.000	127-020
0.618	126-309
HIGH	126-260
0.618	126-229
0.500	126-220
0.382	126-211
LOW	126-180
0.618	126-131
1.000	126-100
1.618	126-051
2.618	125-291
4.250	125-160

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	126-243	126-212
PP	126-232	126-168
S1	126-220	126-125

Download as Excel Spreadsheet

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

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