ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	127-250	128-040	0-110	0.3%	126-200
High	128-050	128-150	0-100	0.2%	128-110
Low	127-200	128-040	0-160	0.4%	126-200
Close	127-290	128-140	0-170	0.4%	127-290
Range	0-170	0-110	-0-060	-35.3%	1-230
ATR	0-000	0-161	0-161		0-000
Volume	2,910	179	-2,731	-93.8%	7,606

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-120	129-080	128-200
R3	129-010	128-290	128-170
R2	128-220	128-220	128-160
R1	128-180	128-180	128-150	128-200
PP	128-110	128-110	128-110	128-120
S1	128-070	128-070	128-130	128-090
S2	128-000	128-000	128-120
S3	127-210	127-280	128-110
S4	127-100	127-170	128-080

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	128-150	127-100	1-050	0.9%	0-158	0.4%	97%	True	False	1,553
10	128-150	125-200	2-270	2.2%	0-134	0.3%	99%	True	False	1,273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-298
2.618	129-118
1.618	129-008
1.000	128-260
0.618	128-218
HIGH	128-150
0.618	128-108
0.500	128-095
0.382	128-082
LOW	128-040
0.618	127-292
1.000	127-250
1.618	127-182
2.618	127-072
4.250	126-212

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	128-125	128-082
PP	128-110	128-023
S1	128-095	127-285

Download as Excel Spreadsheet

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

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