ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	127-220	127-150	-0-070	-0.2%	125-200
High	127-300	127-160	-0-140	-0.3%	126-170
Low	127-120	127-100	-0-020	0.0%	125-200
Close	127-260	127-140	-0-120	-0.3%	126-140
Range	0-180	0-060	-0-120	-66.7%	0-290
ATR
Volume	1,836	2,753	917	49.9%	4,947

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-313	127-287	127-173
R3	127-253	127-227	127-156
R2	127-193	127-193	127-151
R1	127-167	127-167	127-146	127-150
PP	127-133	127-133	127-133	127-125
S1	127-107	127-107	127-134	127-090
S2	127-073	127-073	127-129
S3	127-013	127-047	127-124
S4	126-273	126-307	127-107

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-293	128-187	126-300
R3	128-003	127-217	126-220
R2	127-033	127-033	126-193
R1	126-247	126-247	126-167	126-300
PP	126-063	126-063	126-063	126-090
S1	125-277	125-277	126-113	126-010
S2	125-093	125-093	126-087
S3	124-123	124-307	126-060
S4	123-153	124-017	125-300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-110	125-230	2-200	2.1%	0-186	0.5%	65%	False	False	939
10	128-110	125-050	3-060	2.5%	0-106	0.3%	72%	False	False	964

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-095
2.618	127-317
1.618	127-257
1.000	127-220
0.618	127-197
HIGH	127-160
0.618	127-137
0.500	127-130
0.382	127-123
LOW	127-100
0.618	127-063
1.000	127-040
1.618	127-003
2.618	126-263
4.250	126-165

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	127-137	127-265
PP	127-133	127-223
S1	127-130	127-182

Download as Excel Spreadsheet

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

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