ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	130-000	129-175	-0-145	-0.3%	129-260
High	130-060	130-055	-0-005	0.0%	130-110
Low	129-120	129-160	0-040	0.1%	128-235
Close	129-160	129-210	0-050	0.1%	129-215
Range	0-260	0-215	-0-045	-17.3%	1-195
ATR	0-262	0-259	-0-003	-1.3%	0-000
Volume	904,980	1,182,996	278,016	30.7%	5,795,174

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-253	131-127	130-008
R3	131-038	130-232	129-269
R2	130-143	130-143	129-249
R1	130-017	130-017	129-230	130-080
PP	129-248	129-248	129-248	129-280
S1	129-122	129-122	129-190	129-185
S2	129-033	129-033	129-171
S3	128-138	128-227	129-151
S4	127-243	128-012	129-092

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	130-060	128-235	1-145	1.1%	0-271	0.7%	63%	False	False	1,306,691
10	130-300	128-235	2-065	1.7%	0-307	0.7%	42%	False	False	1,502,472
20	130-300	125-310	4-310	3.8%	0-261	0.6%	74%	False	False	1,213,683
40	130-300	125-175	5-125	4.2%	0-238	0.6%	76%	False	False	1,154,259
60	130-300	125-050	5-250	4.5%	0-207	0.5%	78%	False	False	835,568
80	130-300	123-280	7-020	5.4%	0-211	0.5%	82%	False	False	627,103
100	130-300	122-210	8-090	6.4%	0-177	0.4%	85%	False	False	501,717
120	130-300	122-210	8-090	6.4%	0-148	0.4%	85%	False	False	418,097

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	133-009
2.618	131-298
1.618	131-083
1.000	130-270
0.618	130-188
HIGH	130-055
0.618	129-293
0.500	129-268
0.382	129-242
LOW	129-160
0.618	129-027
1.000	128-265
1.618	128-132
2.618	127-237
4.250	126-206

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	129-268	129-225
PP	129-248	129-220
S1	129-229	129-215

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

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