ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	127-160	128-010	0-170	0.4%	128-015
High	128-015	128-250	0-235	0.6%	128-140
Low	127-135	127-185	0-050	0.1%	127-020
Close	128-005	128-220	0-215	0.5%	127-130
Range	0-200	1-065	0-185	92.5%	1-120
ATR	0-275	0-283	0-008	2.9%	0-000
Volume	1,380,103	2,471,425	1,091,322	79.1%	6,057,423

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-307	131-168	129-112
R3	130-242	130-103	129-006
R2	129-177	129-177	128-291
R1	129-038	129-038	128-255	129-108
PP	128-112	128-112	128-112	128-146
S1	127-293	127-293	128-185	128-042
S2	127-047	127-047	128-149
S3	125-302	126-228	128-114
S4	124-237	125-163	128-008

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-243	130-307	128-052
R3	130-123	129-187	127-251
R2	129-003	129-003	127-211
R1	128-067	128-067	127-170	127-295
PP	127-203	127-203	127-203	127-158
S1	126-267	126-267	127-090	126-175
S2	126-083	126-083	127-049
S3	124-283	125-147	127-009
S4	123-163	124-027	126-208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-250	127-020	1-230	1.3%	0-300	0.7%	95%	True	False	1,651,379
10	128-250	127-020	1-230	1.3%	0-262	0.6%	95%	True	False	1,469,076
20	131-055	127-020	4-035	3.2%	0-286	0.7%	40%	False	False	1,423,632
40	131-055	125-295	5-080	4.1%	0-270	0.7%	53%	False	False	1,293,209
60	131-055	125-175	5-200	4.4%	0-253	0.6%	56%	False	False	1,244,190
80	131-055	125-050	6-005	4.7%	0-227	0.6%	59%	False	False	967,839
100	131-055	123-280	7-095	5.7%	0-226	0.6%	66%	False	False	774,580
120	131-055	122-210	8-165	6.6%	0-193	0.5%	71%	False	False	645,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-078
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-286
2.618	131-298
1.618	130-233
1.000	129-315
0.618	129-168
HIGH	128-250
0.618	128-103
0.500	128-058
0.382	128-012
LOW	127-185
0.618	126-267
1.000	126-120
1.618	125-202
2.618	124-137
4.250	122-149

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	128-166	128-152
PP	128-112	128-083
S1	128-058	128-015

Download as Excel Spreadsheet

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

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