ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	129-300	129-115	-0-185	-0.4%	128-250
High	130-040	129-270	-0-090	-0.2%	130-300
Low	129-090	128-235	-0-175	-0.4%	128-170
Close	129-140	129-040	-0-100	-0.2%	129-275
Range	0-270	1-035	0-085	31.5%	2-130
ATR	0-254	0-261	0-007	2.9%	0-000
Volume	1,567,621	1,698,494	130,873	8.3%	7,982,068

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-180	131-305	129-235
R3	131-145	130-270	129-138
R2	130-110	130-110	129-105
R1	129-235	129-235	129-073	129-155
PP	129-075	129-075	129-075	129-035
S1	128-200	128-200	129-007	128-120
S2	128-040	128-040	128-295
S3	127-005	127-165	128-262
S4	125-290	126-130	128-165

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	128-235	2-065	1.7%	1-037	0.9%	18%	False	True	1,620,397
10	130-300	127-310	2-310	2.3%	0-292	0.7%	39%	False	False	1,499,149
20	130-300	125-210	5-090	4.1%	0-250	0.6%	66%	False	False	1,103,039
40	130-300	125-175	5-125	4.2%	0-230	0.6%	66%	False	False	1,159,381
60	130-300	125-050	5-250	4.5%	0-203	0.5%	69%	False	False	781,199
80	130-300	123-190	7-110	5.7%	0-205	0.5%	75%	False	False	586,265
100	130-300	122-210	8-090	6.4%	0-170	0.4%	78%	False	False	469,043
120	130-300	122-210	8-090	6.4%	0-141	0.3%	78%	False	False	390,869

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	0-067
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-179
2.618	132-239
1.618	131-204
1.000	130-305
0.618	130-169
HIGH	129-270
0.618	129-134
0.500	129-092
0.382	129-051
LOW	128-235
0.618	128-016
1.000	127-200
1.618	126-301
2.618	125-266
4.250	124-006

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	129-092	129-172
PP	129-075	129-128
S1	129-058	129-084

Download as Excel Spreadsheet

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

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