ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	129-085	129-190	0-105	0.3%	127-050
High	130-075	130-300	0-225	0.5%	129-035
Low	129-065	129-065	0-000	0.0%	127-015
Close	129-245	130-110	0-185	0.4%	128-185
Range	1-010	1-235	0-225	68.2%	2-020
ATR	0-221	0-245	0-024	10.8%	0-000
Volume	1,993,923	1,876,323	-117,600	-5.9%	6,517,000

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-117	134-188	131-095
R3	133-202	132-273	130-263
R2	131-287	131-287	130-212
R1	131-038	131-038	130-161	131-162
PP	130-052	130-052	130-052	130-114
S1	129-123	129-123	130-059	129-248
S2	128-137	128-137	130-008
S3	126-222	127-208	129-277
S4	124-307	125-293	129-125

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	130-300	128-020	2-280	2.2%	0-311	0.7%	79%	True	False	1,564,816
10	130-300	126-130	4-170	3.5%	0-289	0.7%	87%	True	False	1,365,728
20	130-300	125-210	5-090	4.1%	0-230	0.6%	89%	True	False	980,084
40	130-300	125-170	5-130	4.1%	0-212	0.5%	89%	True	False	1,013,286
60	130-300	125-050	5-250	4.4%	0-195	0.5%	90%	True	False	677,581
80	130-300	123-070	7-230	5.9%	0-195	0.5%	92%	True	False	508,480
100	130-300	122-210	8-090	6.4%	0-157	0.4%	93%	True	False	406,787
120	130-300	122-210	8-090	6.4%	0-131	0.3%	93%	True	False	338,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	138-099
2.618	135-153
1.618	133-238
1.000	132-215
0.618	132-003
HIGH	130-300
0.618	130-088
0.500	130-022
0.382	129-277
LOW	129-065
0.618	128-042
1.000	127-150
1.618	126-127
2.618	124-212
4.250	121-266

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	130-081	130-062
PP	130-052	130-013
S1	130-022	129-285

Download as Excel Spreadsheet

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

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