ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	129-090	129-050	-0-040	-0.1%	128-040
High	129-250	129-160	-0-090	-0.2%	130-100
Low	129-080	128-270	-0-130	-0.3%	128-040
Close	129-090	128-270	-0-140	-0.3%	129-090
Range	0-170	0-210	0-040	23.5%	2-060
ATR	0-199	0-200	0-001	0.4%	0-000
Volume	1,473	1,222	-251	-17.0%	5,299

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-010	130-190	129-066
R3	130-120	129-300	129-008
R2	129-230	129-230	128-308
R1	129-090	129-090	128-289	129-055
PP	129-020	129-020	129-020	129-002
S1	128-200	128-200	128-251	128-165
S2	128-130	128-130	128-232
S3	127-240	127-310	128-212
S4	127-030	127-100	128-154

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	128-230	1-190	1.2%	0-290	0.7%	8%	False	False	1,527
10	130-100	127-100	3-000	2.3%	0-215	0.5%	51%	False	False	1,549

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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-092
2.618	131-070
1.618	130-180
1.000	130-050
0.618	129-290
HIGH	129-160
0.618	129-080
0.500	129-055
0.382	129-030
LOW	128-270
0.618	128-140
1.000	128-060
1.618	127-250
2.618	127-040
4.250	126-018

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	129-055	129-165
PP	129-020	129-093
S1	128-305	129-022

Download as Excel Spreadsheet

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

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