ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	126-195	126-195	0-000	0.0%	126-000
High	126-260	127-105	0-165	0.4%	127-105
Low	126-180	126-130	-0-050	-0.1%	125-310
Close	126-255	127-050	0-115	0.3%	127-050
Range	0-080	0-295	0-215	268.8%	1-115
ATR	0-184	0-192	0-008	4.3%	0-000
Volume	270,132	768,078	497,946	184.3%	1,891,458

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-233	129-117	127-212
R3	128-258	128-142	127-131
R2	127-283	127-283	127-104
R1	127-167	127-167	127-077	127-225
PP	126-308	126-308	126-308	127-018
S1	126-192	126-192	127-023	126-250
S2	126-013	126-013	126-316
S3	125-038	125-217	126-289
S4	124-063	124-242	126-208

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-287	130-123	127-289
R3	129-172	129-008	127-170
R2	128-057	128-057	127-130
R1	127-213	127-213	127-090	127-295
PP	126-262	126-262	126-262	126-302
S1	126-098	126-098	127-010	126-180
S2	125-147	125-147	126-290
S3	124-032	124-303	126-250
S4	122-237	123-188	126-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-105	125-295	1-130	1.1%	0-144	0.4%	88%	True	False	411,302
10	127-105	125-210	1-215	1.3%	0-173	0.4%	90%	True	False	541,545
20	128-125	125-175	2-270	2.2%	0-215	0.5%	57%	False	False	960,596
40	128-125	125-050	3-075	2.5%	0-184	0.5%	62%	False	False	693,377
60	129-280	125-000	4-280	3.8%	0-196	0.5%	44%	False	False	463,050
80	129-280	122-210	7-070	5.7%	0-164	0.4%	62%	False	False	347,368
100	129-280	122-210	7-070	5.7%	0-132	0.3%	62%	False	False	277,895
120	129-280	122-210	7-070	5.7%	0-110	0.3%	62%	False	False	231,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	131-079
2.618	129-237
1.618	128-262
1.000	128-080
0.618	127-287
HIGH	127-105
0.618	126-312
0.500	126-278
0.382	126-243
LOW	126-130
0.618	125-268
1.000	125-155
1.618	124-293
2.618	123-318
4.250	122-156

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	127-019	127-018
PP	126-308	126-305
S1	126-278	126-272

Download as Excel Spreadsheet

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

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