ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	128-100	128-035	-0-065	-0.2%	127-050
High	128-120	128-270	0-150	0.4%	129-035
Low	127-310	128-020	0-030	0.1%	127-015
Close	128-035	128-185	0-150	0.4%	128-185
Range	0-130	0-250	0-120	92.3%	2-020
ATR	0-210	0-213	0-003	1.4%	0-000
Volume	941,743	1,451,875	510,132	54.2%	6,517,000

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-268	130-157	129-002
R3	130-018	129-227	128-254
R2	129-088	129-088	128-231
R1	128-297	128-297	128-208	129-032
PP	128-158	128-158	128-158	128-186
S1	128-047	128-047	128-162	128-102
S2	127-228	127-228	128-139
S3	126-298	127-117	128-116
S4	126-048	126-187	128-048

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	134-138	133-182	129-228
R3	132-118	131-162	129-046
R2	130-098	130-098	128-306
R1	129-142	129-142	128-246	129-280
PP	128-078	128-078	128-078	128-148
S1	127-122	127-122	128-124	127-260
S2	126-058	126-058	128-064
S3	124-038	125-102	128-004
S4	122-018	123-082	127-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-035	127-015	2-020	1.6%	0-258	0.6%	74%	False	False	1,303,400
10	129-035	125-295	3-060	2.5%	0-201	0.5%	83%	False	False	857,351
20	129-035	125-210	3-145	2.7%	0-220	0.5%	85%	False	False	955,840
40	129-035	125-140	3-215	2.9%	0-196	0.5%	86%	False	False	855,384
60	129-280	125-050	4-230	3.7%	0-206	0.5%	73%	False	False	571,569
80	129-280	122-210	7-070	5.6%	0-180	0.4%	82%	False	False	428,829
100	129-280	122-210	7-070	5.6%	0-144	0.4%	82%	False	False	343,065
120	129-280	122-210	7-070	5.6%	0-120	0.3%	82%	False	False	285,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-052
2.618	130-284
1.618	130-034
1.000	129-200
0.618	129-104
HIGH	128-270
0.618	128-174
0.500	128-145
0.382	128-116
LOW	128-020
0.618	127-186
1.000	127-090
1.618	126-256
2.618	126-006
4.250	124-238

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	128-172	128-167
PP	128-158	128-148
S1	128-145	128-130

Download as Excel Spreadsheet

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

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