ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	128-250	128-240	-0-010	0.0%	129-090
High	129-100	129-100	0-000	0.0%	129-250
Low	128-070	128-240	0-170	0.4%	128-070
Close	128-170	129-040	0-190	0.5%	129-040
Range	1-030	0-180	-0-170	-48.6%	1-180
ATR	0-211	0-214	0-003	1.3%	0-000
Volume	1,917	727	-1,190	-62.1%	5,339

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-240	130-160	129-139
R3	130-060	129-300	129-090
R2	129-200	129-200	129-073
R1	129-120	129-120	129-056	129-160
PP	129-020	129-020	129-020	129-040
S1	128-260	128-260	129-024	128-300
S2	128-160	128-160	129-007
S3	127-300	128-080	128-310
S4	127-120	127-220	128-261

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-233	132-317	129-315
R3	132-053	131-137	129-178
R2	130-193	130-193	129-132
R1	129-277	129-277	129-086	129-145
PP	129-013	129-013	129-013	128-268
S1	128-097	128-097	128-314	127-285
S2	127-153	127-153	128-268
S3	125-293	126-237	128-222
S4	124-113	125-057	128-085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-060	128-070	1-310	1.5%	0-242	0.6%	46%	False	False	1,629
10	130-100	127-200	2-220	2.1%	0-244	0.6%	56%	False	False	1,354
20	130-100	125-050	5-050	4.0%	0-175	0.4%	77%	False	False	1,159

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-225
2.618	130-251
1.618	130-071
1.000	129-280
0.618	129-211
HIGH	129-100
0.618	129-031
0.500	129-010
0.382	128-309
LOW	128-240
0.618	128-129
1.000	128-060
1.618	127-269
2.618	127-089
4.250	126-115

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	129-030	129-012
PP	129-020	128-303
S1	129-010	128-275

Download as Excel Spreadsheet

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

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