ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	128-035	128-250	0-215	0.5%	127-050
High	128-270	129-045	0-095	0.2%	129-035
Low	128-020	128-170	0-150	0.4%	127-015
Close	128-185	129-020	0-155	0.4%	128-185
Range	0-250	0-195	-0-055	-22.0%	2-020
ATR	0-213	0-212	-0-001	-0.6%	0-000
Volume	1,451,875	840,490	-611,385	-42.1%	6,517,000

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-237	130-163	129-127
R3	130-042	129-288	129-074
R2	129-167	129-167	129-056
R1	129-093	129-093	129-038	129-130
PP	128-292	128-292	128-292	128-310
S1	128-218	128-218	129-002	128-255
S2	128-097	128-097	128-304
S3	127-222	128-023	128-286
S4	127-027	127-148	128-233

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	129-045	127-235	1-130	1.1%	0-246	0.6%	94%	True	False	1,291,134
10	129-045	125-310	3-055	2.5%	0-214	0.5%	98%	True	False	924,894
20	129-045	125-210	3-155	2.7%	0-218	0.5%	98%	True	False	922,332
40	129-045	125-150	3-215	2.8%	0-197	0.5%	98%	True	False	876,362
60	129-045	125-050	3-315	3.1%	0-192	0.5%	98%	True	False	585,541
80	129-280	122-210	7-070	5.6%	0-182	0.4%	89%	False	False	439,335
100	129-280	122-210	7-070	5.6%	0-146	0.4%	89%	False	False	351,469
120	129-280	122-210	7-070	5.6%	0-122	0.3%	89%	False	False	292,891

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-234
2.618	130-236
1.618	130-041
1.000	129-240
0.618	129-166
HIGH	129-045
0.618	128-291
0.500	128-268
0.382	128-244
LOW	128-170
0.618	128-049
1.000	127-295
1.618	127-174
2.618	126-299
4.250	125-301

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	128-316	128-286
PP	128-292	128-232
S1	128-268	128-178

Download as Excel Spreadsheet

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

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