ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	129-050	128-250	-0-120	-0.3%	128-040
High	129-160	129-100	-0-060	-0.1%	130-100
Low	128-270	128-070	-0-200	-0.5%	128-040
Close	128-270	128-170	-0-100	-0.2%	129-090
Range	0-210	1-030	0-140	66.7%	2-060
ATR	0-200	0-211	0-011	5.4%	0-000
Volume	1,222	1,917	695	56.9%	5,299

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-310	131-110	129-042
R3	130-280	130-080	128-266
R2	129-250	129-250	128-234
R1	129-050	129-050	128-202	128-295
PP	128-220	128-220	128-220	128-182
S1	128-020	128-020	128-138	127-265
S2	127-190	127-190	128-106
S3	126-160	126-310	128-074
S4	125-130	125-280	127-298

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%	0-304	0.7%	15%	False	True	1,787
10	130-100	127-100	3-000	2.3%	0-232	0.6%	41%	False	False	1,557
20	130-100	125-050	5-050	4.0%	0-166	0.4%	65%	False	False	1,123

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	0-044
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-308
2.618	132-056
1.618	131-026
1.000	130-130
0.618	129-316
HIGH	129-100
0.618	128-286
0.500	128-245
0.382	128-204
LOW	128-070
0.618	127-174
1.000	127-040
1.618	126-144
2.618	125-114
4.250	123-182

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	128-245	129-000
PP	128-220	128-270
S1	128-195	128-220

Download as Excel Spreadsheet

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

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