ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	129-310	130-140	0-150	0.4%	130-000
High	130-155	130-200	0-045	0.1%	131-055
Low	129-185	129-210	0-025	0.1%	129-120
Close	130-000	129-275	-0-045	-0.1%	130-280
Range	0-290	0-310	0-020	6.9%	1-255
ATR	0-270	0-273	0-003	1.1%	0-000
Volume	1,547,015	1,196,206	-350,809	-22.7%	6,378,882

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-305	132-120	130-126
R3	131-315	131-130	130-040
R2	131-005	131-005	130-012
R1	130-140	130-140	129-303	130-078
PP	130-015	130-015	130-015	129-304
S1	129-150	129-150	129-247	129-088
S2	129-025	129-025	129-218
S3	128-035	128-160	129-190
S4	127-045	127-170	129-104

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	129-185	1-190	1.2%	0-296	0.7%	18%	False	False	1,417,453
10	131-055	129-070	1-305	1.5%	0-277	0.7%	33%	False	False	1,292,596
20	131-055	127-310	3-065	2.5%	0-284	0.7%	59%	False	False	1,395,872
40	131-055	125-210	5-165	4.2%	0-255	0.6%	76%	False	False	1,184,899
60	131-055	125-120	5-255	4.5%	0-224	0.5%	77%	False	False	995,879
80	131-055	125-050	6-005	4.6%	0-224	0.5%	78%	False	False	747,747
100	131-055	122-210	8-165	6.6%	0-197	0.5%	85%	False	False	598,302
120	131-055	122-210	8-165	6.6%	0-165	0.4%	85%	False	False	498,586

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-238
2.618	133-052
1.618	132-062
1.000	131-190
0.618	131-072
HIGH	130-200
0.618	130-082
0.500	130-045
0.382	130-008
LOW	129-210
0.618	129-018
1.000	128-220
1.618	128-028
2.618	127-038
4.250	125-172

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	130-045	130-100
PP	130-015	130-052
S1	129-305	130-003

Download as Excel Spreadsheet

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

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