ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	129-260	129-300	0-040	0.1%	128-250
High	130-110	130-040	-0-070	-0.2%	130-300
Low	129-210	129-090	-0-120	-0.3%	128-170
Close	129-275	129-140	-0-135	-0.3%	129-275
Range	0-220	0-270	0-050	22.7%	2-130
ATR	0-252	0-254	0-001	0.5%	0-000
Volume	1,349,692	1,567,621	217,929	16.1%	7,982,068

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-047	131-203	129-288
R3	131-097	130-253	129-214
R2	130-147	130-147	129-190
R1	129-303	129-303	129-165	129-250
PP	129-197	129-197	129-197	129-170
S1	129-033	129-033	129-115	128-300
S2	128-247	128-247	129-090
S3	127-297	128-083	129-066
S4	127-027	127-133	128-312

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	129-065	1-235	1.3%	1-032	0.8%	14%	False	False	1,679,483
10	130-300	127-310	2-310	2.3%	0-278	0.7%	49%	False	False	1,477,475
20	130-300	125-210	5-090	4.1%	0-237	0.6%	72%	False	False	1,039,491
40	130-300	125-175	5-125	4.2%	0-224	0.5%	72%	False	False	1,123,035
60	130-300	125-050	5-250	4.5%	0-198	0.5%	74%	False	False	752,932
80	130-300	123-110	7-190	5.9%	0-203	0.5%	80%	False	False	565,047
100	130-300	122-210	8-090	6.4%	0-166	0.4%	82%	False	False	452,058
120	130-300	122-210	8-090	6.4%	0-138	0.3%	82%	False	False	376,715

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	0-058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-228
2.618	132-107
1.618	131-157
1.000	130-310
0.618	130-207
HIGH	130-040
0.618	129-257
0.500	129-225
0.382	129-193
LOW	129-090
0.618	128-243
1.000	128-140
1.618	127-293
2.618	127-023
4.250	125-222

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	129-225	130-035
PP	129-197	129-283
S1	129-168	129-212

Download as Excel Spreadsheet

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

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