ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	129-175	129-210	0-035	0.1%	129-260
High	130-055	130-200	0-145	0.3%	130-110
Low	129-160	129-160	0-000	0.0%	128-235
Close	129-210	130-150	0-260	0.6%	129-215
Range	0-215	1-040	0-145	67.4%	1-195
ATR	0-259	0-266	0-007	2.8%	0-000
Volume	1,182,996	1,288,777	105,781	8.9%	5,795,174

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-183	133-047	131-028
R3	132-143	132-007	130-249
R2	131-103	131-103	130-216
R1	130-287	130-287	130-183	131-035
PP	130-063	130-063	130-063	130-098
S1	129-247	129-247	130-117	129-315
S2	129-023	129-023	130-084
S3	127-303	128-207	130-051
S4	126-263	127-167	129-272

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	130-200	128-235	1-285	1.4%	0-289	0.7%	92%	True	False	1,250,922
10	130-300	128-235	2-065	1.7%	1-000	0.8%	79%	False	False	1,465,203
20	130-300	126-120	4-180	3.5%	0-270	0.6%	90%	False	False	1,256,412
40	130-300	125-175	5-125	4.1%	0-243	0.6%	91%	False	False	1,168,226
60	130-300	125-050	5-250	4.4%	0-211	0.5%	92%	False	False	856,973
80	130-300	123-280	7-020	5.4%	0-215	0.5%	93%	False	False	643,189
100	130-300	122-210	8-090	6.3%	0-180	0.4%	94%	False	False	514,604
120	130-300	122-210	8-090	6.3%	0-151	0.4%	94%	False	False	428,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	135-130
2.618	133-182
1.618	132-142
1.000	131-240
0.618	131-102
HIGH	130-200
0.618	130-062
0.500	130-020
0.382	129-298
LOW	129-160
0.618	128-258
1.000	128-120
1.618	127-218
2.618	126-178
4.250	124-230

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	130-107	130-100
PP	130-063	130-050
S1	130-020	130-000

Download as Excel Spreadsheet

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

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