ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	129-035	129-085	0-050	0.1%	127-050
High	129-175	130-075	0-220	0.5%	129-035
Low	128-270	129-065	0-115	0.3%	127-015
Close	129-100	129-245	0-145	0.4%	128-185
Range	0-225	1-010	0-105	46.7%	2-020
ATR	0-213	0-221	0-008	3.9%	0-000
Volume	1,661,473	1,993,923	332,450	20.0%	6,517,000

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-265	132-105	130-106
R3	131-255	131-095	130-016
R2	130-245	130-245	129-306
R1	130-085	130-085	129-275	130-165
PP	129-235	129-235	129-235	129-275
S1	129-075	129-075	129-215	129-155
S2	128-225	128-225	129-184
S3	127-215	128-065	129-154
S4	126-205	127-055	129-064

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	130-075	127-310	2-085	1.7%	0-226	0.5%	79%	True	False	1,377,900
10	130-075	126-130	3-265	3.0%	0-242	0.6%	88%	True	False	1,205,109
20	130-075	125-210	4-185	3.5%	0-221	0.5%	90%	True	False	959,271
40	130-075	125-170	4-225	3.6%	0-203	0.5%	90%	True	False	967,018
60	130-075	125-050	5-025	3.9%	0-189	0.5%	91%	True	False	646,344
80	130-075	123-060	7-015	5.4%	0-188	0.5%	93%	True	False	485,027
100	130-075	122-210	7-185	5.8%	0-152	0.4%	94%	True	False	388,023
120	130-075	122-210	7-185	5.8%	0-127	0.3%	94%	True	False	323,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134-198
2.618	132-299
1.618	131-289
1.000	131-085
0.618	130-279
HIGH	130-075
0.618	129-269
0.500	129-230
0.382	129-191
LOW	129-065
0.618	128-181
1.000	128-055
1.618	127-171
2.618	126-161
4.250	124-262

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	129-240	129-204
PP	129-235	129-163
S1	129-230	129-122

Download as Excel Spreadsheet

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

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