ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	127-240	128-160	0-240	0.6%	126-000
High	129-035	128-220	-0-135	-0.3%	127-105
Low	127-235	128-005	0-090	0.2%	125-310
Close	128-115	128-150	0-035	0.1%	127-050
Range	1-120	0-215	-0-225	-51.1%	1-115
ATR	0-214	0-214	0-000	0.0%	0-000
Volume	1,739,806	1,481,757	-258,049	-14.8%	1,891,458

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-130	130-035	128-268
R3	129-235	129-140	128-209
R2	129-020	129-020	128-189
R1	128-245	128-245	128-170	128-185
PP	128-125	128-125	128-125	128-095
S1	128-030	128-030	128-130	127-290
S2	127-230	127-230	128-111
S3	127-015	127-135	128-091
S4	126-120	126-240	128-032

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	129-035	126-130	2-225	2.1%	0-257	0.6%	76%	False	False	1,032,318
10	129-035	125-210	3-145	2.7%	0-208	0.5%	81%	False	False	706,929
20	129-035	125-210	3-145	2.7%	0-225	0.5%	81%	False	False	973,926
40	129-035	125-120	3-235	2.9%	0-194	0.5%	83%	False	False	795,882
60	129-280	125-050	4-230	3.7%	0-204	0.5%	70%	False	False	531,706
80	129-280	122-210	7-070	5.6%	0-175	0.4%	81%	False	False	398,910
100	129-280	122-210	7-070	5.6%	0-141	0.3%	81%	False	False	319,128
120	129-280	122-210	7-070	5.6%	0-117	0.3%	81%	False	False	265,940

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-174
2.618	130-143
1.618	129-248
1.000	129-115
0.618	129-033
HIGH	128-220
0.618	128-138
0.500	128-112
0.382	128-087
LOW	128-005
0.618	127-192
1.000	127-110
1.618	126-297
2.618	126-082
4.250	125-051

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	128-138	128-108
PP	128-125	128-067
S1	128-112	128-025

Download as Excel Spreadsheet

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

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