ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	129-100	130-000	0-220	0.5%	129-260
High	130-005	130-060	0-055	0.1%	130-110
Low	129-070	129-120	0-050	0.1%	128-235
Close	129-215	129-160	-0-055	-0.1%	129-215
Range	0-255	0-260	0-005	2.0%	1-195
ATR	0-263	0-262	0-000	-0.1%	0-000
Volume	1,179,367	904,980	-274,387	-23.3%	5,795,174

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-040	131-200	129-303
R3	131-100	130-260	129-232
R2	130-160	130-160	129-208
R1	130-000	130-000	129-184	129-270
PP	129-220	129-220	129-220	129-195
S1	129-060	129-060	129-136	129-010
S2	128-280	128-280	129-112
S3	128-020	128-120	129-088
S4	127-080	127-180	129-017

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	130-110	128-235	1-195	1.2%	0-272	0.7%	48%	False	False	1,340,030
10	130-300	128-170	2-130	1.9%	0-305	0.7%	40%	False	False	1,468,222
20	130-300	125-295	5-005	3.9%	0-253	0.6%	71%	False	False	1,162,786
40	130-300	125-175	5-125	4.2%	0-236	0.6%	73%	False	False	1,154,469
60	130-300	125-050	5-250	4.5%	0-208	0.5%	75%	False	False	815,908
80	130-300	123-280	7-020	5.5%	0-212	0.5%	80%	False	False	612,317
100	130-300	122-210	8-090	6.4%	0-175	0.4%	83%	False	False	489,887
120	130-300	122-210	8-090	6.4%	0-146	0.4%	83%	False	False	408,239

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	0-072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-205
2.618	132-101
1.618	131-161
1.000	131-000
0.618	130-221
HIGH	130-060
0.618	129-281
0.500	129-250
0.382	129-219
LOW	129-120
0.618	128-279
1.000	128-180
1.618	128-019
2.618	127-079
4.250	125-295

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	129-250	129-156
PP	129-220	129-152
S1	129-190	129-148

Download as Excel Spreadsheet

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

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