ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	130-240	129-260	-0-300	-0.7%	128-250
High	130-300	130-110	-0-190	-0.5%	130-300
Low	129-235	129-210	-0-025	-0.1%	128-170
Close	129-275	129-275	0-000	0.0%	129-275
Range	1-065	0-220	-0-165	-42.9%	2-130
ATR	0-255	0-252	-0-002	-1.0%	0-000
Volume	1,609,859	1,349,692	-260,167	-16.2%	7,982,068

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-005	131-200	130-076
R3	131-105	130-300	130-016
R2	130-205	130-205	129-315
R1	130-080	130-080	129-295	130-142
PP	129-305	129-305	129-305	130-016
S1	129-180	129-180	129-255	129-242
S2	129-085	129-085	129-235
S3	128-185	128-280	129-214
S4	127-285	128-060	129-154

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	136-318	135-267	131-058
R3	134-188	133-137	130-167
R2	132-058	132-058	130-096
R1	131-007	131-007	130-026	131-192
PP	129-248	129-248	129-248	130-021
S1	128-197	128-197	129-204	129-062
S2	127-118	127-118	129-134
S3	124-308	126-067	129-063
S4	122-178	123-257	128-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-300	128-270	2-030	1.6%	1-023	0.8%	49%	False	False	1,698,254
10	130-300	127-235	3-065	2.5%	0-294	0.7%	66%	False	False	1,494,694
20	130-300	125-210	5-090	4.1%	0-232	0.6%	80%	False	False	1,001,417
40	130-300	125-175	5-125	4.2%	0-221	0.5%	80%	False	False	1,085,610
60	130-300	125-050	5-250	4.5%	0-198	0.5%	81%	False	False	726,830
80	130-300	123-110	7-190	5.8%	0-200	0.5%	86%	False	False	545,471
100	130-300	122-210	8-090	6.4%	0-163	0.4%	87%	False	False	436,382
120	130-300	122-210	8-090	6.4%	0-136	0.3%	87%	False	False	363,652

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	0-052
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-085
2.618	132-046
1.618	131-146
1.000	131-010
0.618	130-246
HIGH	130-110
0.618	130-026
0.500	130-000
0.382	129-294
LOW	129-210
0.618	129-074
1.000	128-310
1.618	128-174
2.618	127-274
4.250	126-235

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	130-000	130-022
PP	129-305	130-000
S1	129-290	129-298

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

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