ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	129-115	129-100	-0-015	0.0%	129-260
High	129-270	130-005	0-055	0.1%	130-110
Low	128-235	129-070	0-155	0.4%	128-235
Close	129-040	129-215	0-175	0.4%	129-215
Range	1-035	0-255	-0-100	-28.2%	1-195
ATR	0-261	0-263	0-002	0.7%	0-000
Volume	1,698,494	1,179,367	-519,127	-30.6%	5,795,174

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-008	131-207	130-035
R3	131-073	130-272	129-285
R2	130-138	130-138	129-262
R1	130-017	130-017	129-238	130-078
PP	129-203	129-203	129-203	129-234
S1	129-082	129-082	129-192	129-142
S2	128-268	128-268	129-168
S3	128-013	128-147	129-145
S4	127-078	127-212	129-075

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	134-132	133-208	130-178
R3	132-257	132-013	130-037
R2	131-062	131-062	129-309
R1	130-138	130-138	129-262	130-002
PP	129-187	129-187	129-187	129-119
S1	128-263	128-263	129-168	128-128
S2	127-312	127-312	129-121
S3	126-117	127-068	129-073
S4	124-242	125-193	128-252

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%	0-297	0.7%	43%	False	False	1,481,006
10	130-300	128-020	2-280	2.2%	0-304	0.7%	56%	False	False	1,522,911
20	130-300	125-210	5-090	4.1%	0-248	0.6%	76%	False	False	1,134,612
40	130-300	125-175	5-125	4.2%	0-234	0.6%	77%	False	False	1,180,846
60	130-300	125-050	5-250	4.5%	0-205	0.5%	78%	False	False	800,838
80	130-300	123-190	7-110	5.7%	0-208	0.5%	83%	False	False	601,005
100	130-300	122-210	8-090	6.4%	0-172	0.4%	85%	False	False	480,837
120	130-300	122-210	8-090	6.4%	0-144	0.3%	85%	False	False	400,697

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-068
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-129
2.618	132-033
1.618	131-098
1.000	130-260
0.618	130-163
HIGH	130-005
0.618	129-228
0.500	129-198
0.382	129-167
LOW	129-070
0.618	128-232
1.000	128-135
1.618	127-297
2.618	127-042
4.250	125-266

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	129-209	129-189
PP	129-203	129-163
S1	129-198	129-138

Download as Excel Spreadsheet

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

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