ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	128-300	130-060	1-080	1.0%	128-040
High	130-100	130-060	-0-040	-0.1%	130-100
Low	128-250	129-080	0-150	0.4%	128-040
Close	129-240	129-090	-0-150	-0.4%	129-090
Range	1-170	0-300	-0-190	-38.8%	2-060
ATR	0-194	0-202	0-008	3.9%	0-000
Volume	1,514	2,810	1,296	85.6%	5,299

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-123	131-247	129-255
R3	131-143	130-267	129-172
R2	130-163	130-163	129-145
R1	129-287	129-287	129-118	129-235
PP	129-183	129-183	129-183	129-158
S1	128-307	128-307	129-062	128-255
S2	128-203	128-203	129-035
S3	127-223	128-007	129-008
S4	126-243	127-027	128-245

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-257	134-233	130-155
R3	133-197	132-173	129-282
R2	131-137	131-137	129-218
R1	130-113	130-113	129-154	130-285
PP	129-077	129-077	129-077	129-162
S1	128-053	128-053	129-026	128-225
S2	127-017	127-017	128-282
S3	124-277	125-313	128-218
S4	122-217	123-253	128-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-100	128-040	2-060	1.7%	0-272	0.7%	53%	False	False	1,059
10	130-100	126-200	3-220	2.9%	0-220	0.5%	72%	False	False	1,290

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-055
2.618	132-205
1.618	131-225
1.000	131-040
0.618	130-245
HIGH	130-060
0.618	129-265
0.500	129-230
0.382	129-195
LOW	129-080
0.618	128-215
1.000	128-100
1.618	127-235
2.618	126-255
4.250	125-085

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	129-230	129-165
PP	129-183	129-140
S1	129-137	129-115

Download as Excel Spreadsheet

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

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