ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	130-135	130-065	-0-070	-0.2%	130-000
High	130-170	131-055	0-205	0.5%	131-055
Low	129-290	130-040	0-070	0.2%	129-120
Close	130-060	130-280	0-220	0.5%	130-280
Range	0-200	1-015	0-135	67.5%	1-255
ATR	0-262	0-267	0-005	2.0%	0-000
Volume	1,282,574	1,719,555	436,981	34.1%	6,378,882

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-277	133-133	131-144
R3	132-262	132-118	131-052
R2	131-247	131-247	131-021
R1	131-103	131-103	130-311	131-175
PP	130-232	130-232	130-232	130-268
S1	130-088	130-088	130-249	130-160
S2	129-217	129-217	130-219
S3	128-202	129-073	130-188
S4	127-187	128-058	130-096

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-277	135-053	131-276
R3	134-022	133-118	131-118
R2	132-087	132-087	131-065
R1	131-183	131-183	131-013	131-295
PP	130-152	130-152	130-152	130-208
S1	129-248	129-248	130-227	130-040
S2	128-217	128-217	130-175
S3	126-282	127-313	130-122
S4	125-027	126-058	129-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-055	129-120	1-255	1.4%	0-274	0.7%	83%	True	False	1,275,776
10	131-055	128-235	2-140	1.9%	0-286	0.7%	88%	True	False	1,378,391
20	131-055	126-130	4-245	3.6%	0-287	0.7%	94%	True	False	1,372,060
40	131-055	125-175	5-200	4.3%	0-246	0.6%	95%	True	False	1,175,668
60	131-055	125-050	6-005	4.6%	0-216	0.5%	95%	True	False	906,864
80	131-055	124-150	6-225	5.1%	0-218	0.5%	96%	True	False	680,703
100	131-055	122-210	8-165	6.5%	0-185	0.4%	97%	True	False	544,626
120	131-055	122-210	8-165	6.5%	0-155	0.4%	97%	True	False	453,855

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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-199
2.618	133-292
1.618	132-277
1.000	132-070
0.618	131-262
HIGH	131-055
0.618	130-247
0.500	130-208
0.382	130-168
LOW	130-040
0.618	129-153
1.000	129-025
1.618	128-138
2.618	127-123
4.250	125-216

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	130-256	130-222
PP	130-232	130-165
S1	130-208	130-108

Download as Excel Spreadsheet

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

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