ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	130-060	129-090	-0-290	-0.7%	128-040
High	130-060	129-250	-0-130	-0.3%	130-100
Low	129-080	129-080	0-000	0.0%	128-040
Close	129-090	129-090	0-000	0.0%	129-090
Range	0-300	0-170	-0-130	-43.3%	2-060
ATR	0-202	0-199	-0-002	-1.1%	0-000
Volume	2,810	1,473	-1,337	-47.6%	5,299

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-010	130-220	129-184
R3	130-160	130-050	129-137
R2	129-310	129-310	129-121
R1	129-200	129-200	129-106	129-175
PP	129-140	129-140	129-140	129-128
S1	129-030	129-030	129-074	129-005
S2	128-290	128-290	129-059
S3	128-120	128-180	129-043
S4	127-270	128-010	128-316

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	128-070	2-030	1.6%	0-284	0.7%	51%	False	False	1,318
10	130-100	127-100	3-000	2.3%	0-221	0.5%	66%	False	False	1,435

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	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-012
2.618	131-055
1.618	130-205
1.000	130-100
0.618	130-035
HIGH	129-250
0.618	129-185
0.500	129-165
0.382	129-145
LOW	129-080
0.618	128-295
1.000	128-230
1.618	128-125
2.618	127-275
4.250	126-318

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	129-165	129-175
PP	129-140	129-147
S1	129-115	129-118

Download as Excel Spreadsheet

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

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