ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	127-150	127-250	0-100	0.2%	126-200
High	127-160	128-050	0-210	0.5%	128-110
Low	127-100	127-200	0-100	0.2%	126-200
Close	127-140	127-290	0-150	0.4%	127-290
Range	0-060	0-170	0-110	183.3%	1-230
ATR
Volume	2,753	2,910	157	5.7%	7,606

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-157	129-073	128-064
R3	128-307	128-223	128-017
R2	128-137	128-137	128-001
R1	128-053	128-053	127-306	128-095
PP	127-287	127-287	127-287	127-308
S1	127-203	127-203	127-274	127-245
S2	127-117	127-117	127-259
S3	126-267	127-033	127-243
S4	126-097	126-183	127-196

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-250	132-020	128-272
R3	131-020	130-110	128-121
R2	129-110	129-110	128-071
R1	128-200	128-200	128-020	128-315
PP	127-200	127-200	127-200	127-258
S1	126-290	126-290	127-240	127-085
S2	125-290	125-290	127-189
S3	124-060	125-060	127-139
S4	122-150	123-150	126-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-110	126-200	1-230	1.3%	0-168	0.4%	75%	False	False	1,521
10	128-110	125-070	3-040	2.4%	0-123	0.3%	86%	False	False	1,255

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	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-132
2.618	129-175
1.618	129-005
1.000	128-220
0.618	128-155
HIGH	128-050
0.618	127-305
0.500	127-285
0.382	127-265
LOW	127-200
0.618	127-095
1.000	127-030
1.618	126-245
2.618	126-075
4.250	125-118

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	127-288	127-272
PP	127-287	127-253
S1	127-285	127-235

Download as Excel Spreadsheet

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

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