ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	128-160	128-100	-0-060	-0.1%	126-000
High	128-220	128-120	-0-100	-0.2%	127-105
Low	128-005	127-310	-0-015	0.0%	125-310
Close	128-150	128-035	-0-115	-0.3%	127-050
Range	0-215	0-130	-0-085	-39.5%	1-115
ATR	0-214	0-210	-0-004	-1.8%	0-000
Volume	1,481,757	941,743	-540,014	-36.4%	1,891,458

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-118	129-047	128-106
R3	128-308	128-237	128-071
R2	128-178	128-178	128-059
R1	128-107	128-107	128-047	128-078
PP	128-048	128-048	128-048	128-034
S1	127-297	127-297	128-023	127-268
S2	127-238	127-238	128-011
S3	127-108	127-167	127-319
S4	126-298	127-037	127-284

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%	0-267	0.7%	63%	False	False	1,166,640
10	129-035	125-210	3-145	2.7%	0-193	0.5%	71%	False	False	746,313
20	129-035	125-210	3-145	2.7%	0-220	0.5%	71%	False	False	947,453
40	129-035	125-120	3-235	2.9%	0-191	0.5%	73%	False	False	819,183
60	129-280	125-050	4-230	3.7%	0-203	0.5%	63%	False	False	547,374
80	129-280	122-210	7-070	5.6%	0-176	0.4%	76%	False	False	410,681
100	129-280	122-210	7-070	5.6%	0-142	0.3%	76%	False	False	328,546
120	129-280	122-210	7-070	5.6%	0-118	0.3%	76%	False	False	273,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-030
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-032
2.618	129-140
1.618	129-010
1.000	128-250
0.618	128-200
HIGH	128-120
0.618	128-070
0.500	128-055
0.382	128-040
LOW	127-310
0.618	127-230
1.000	127-180
1.618	127-100
2.618	126-290
4.250	126-078

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	128-055	128-135
PP	128-048	128-102
S1	128-042	128-068

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

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