ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	128-040	128-200	0-160	0.4%	126-200
High	128-150	128-250	0-100	0.2%	128-110
Low	128-040	128-070	0-030	0.1%	126-200
Close	128-140	128-220	0-080	0.2%	127-290
Range	0-110	0-180	0-070	63.6%	1-230
ATR	0-161	0-162	0-001	0.9%	0-000
Volume	179	179	0	0.0%	7,606

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-080	130-010	128-319
R3	129-220	129-150	128-270
R2	129-040	129-040	128-253
R1	128-290	128-290	128-236	129-005
PP	128-180	128-180	128-180	128-198
S1	128-110	128-110	128-204	128-145
S2	128-000	128-000	128-187
S3	127-140	127-250	128-170
S4	126-280	127-070	128-121

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	128-250	127-100	1-150	1.1%	0-140	0.3%	94%	True	False	1,571
10	128-250	125-230	3-020	2.4%	0-152	0.4%	97%	True	False	973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-055
2.618	130-081
1.618	129-221
1.000	129-110
0.618	129-041
HIGH	128-250
0.618	128-181
0.500	128-160
0.382	128-139
LOW	128-070
0.618	127-279
1.000	127-210
1.618	127-099
2.618	126-239
4.250	125-265

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	128-200	128-168
PP	128-180	128-117
S1	128-160	128-065

Download as Excel Spreadsheet

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

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