ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	127-315	128-060	0-065	0.2%	126-235
High	128-090	129-145	1-055	0.9%	128-090
Low	127-315	128-060	0-065	0.2%	126-215
Close	128-035	129-050	1-015	0.8%	127-245
Range	0-095	1-085	0-310	326.3%	1-195
ATR	0-220	0-235	0-015	6.8%	0-000
Volume	15,806	25,911	10,105	63.9%	107,326

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-233	132-067	129-273
R3	131-148	130-302	129-161
R2	130-063	130-063	129-124
R1	129-217	129-217	129-087	129-300
PP	128-298	128-298	128-298	129-020
S1	128-132	128-132	129-013	128-215
S2	127-213	127-213	128-296
S3	126-128	127-047	128-259
S4	125-043	125-282	128-147

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-128	131-222	128-208
R3	130-253	130-027	128-067
R2	129-058	129-058	128-019
R1	128-152	128-152	127-292	128-265
PP	127-183	127-183	127-183	127-240
S1	126-277	126-277	127-198	127-070
S2	125-308	125-308	127-151
S3	124-113	125-082	127-103
S4	122-238	123-207	126-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-145	127-140	2-005	1.6%	0-206	0.5%	85%	True	False	15,040
10	129-145	126-200	2-265	2.2%	0-218	0.5%	90%	True	False	27,367
20	129-145	126-200	2-265	2.2%	0-219	0.5%	90%	True	False	550,703
40	131-055	126-200	4-175	3.5%	0-253	0.6%	56%	False	False	955,185
60	131-055	125-210	5-165	4.3%	0-246	0.6%	63%	False	False	970,596
80	131-055	125-175	5-200	4.4%	0-237	0.6%	64%	False	False	1,020,397
100	131-055	125-050	6-005	4.7%	0-220	0.5%	66%	False	False	818,172
120	131-055	123-110	7-265	6.1%	0-218	0.5%	74%	False	False	682,043

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	0-038
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-266
2.618	132-245
1.618	131-160
1.000	130-230
0.618	130-075
HIGH	129-145
0.618	128-310
0.500	128-262
0.382	128-215
LOW	128-060
0.618	127-130
1.000	126-295
1.618	126-045
2.618	124-280
4.250	122-259

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	129-014	128-312
PP	128-298	128-255
S1	128-262	128-198

Download as Excel Spreadsheet

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

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