ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	129-170	129-020	-0-150	-0.4%	129-090
High	129-170	129-190	0-020	0.0%	129-250
Low	128-300	129-000	0-020	0.0%	128-070
Close	128-300	129-020	0-040	0.1%	129-040
Range	0-190	0-190	0-000	0.0%	1-180
ATR	0-212	0-212	0-000	-0.1%	0-000
Volume	2,319	2,132	-187	-8.1%	5,339

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-000	130-200	129-124
R3	130-130	130-010	129-072
R2	129-260	129-260	129-055
R1	129-140	129-140	129-037	129-115
PP	129-070	129-070	129-070	129-058
S1	128-270	128-270	129-003	128-245
S2	128-200	128-200	128-305
S3	128-010	128-080	128-288
S4	127-140	127-210	128-236

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	129-190	128-070	1-120	1.1%	0-224	0.5%	61%	True	False	1,663
10	130-100	128-070	2-030	1.6%	0-254	0.6%	40%	False	False	1,491
20	130-100	125-200	4-220	3.6%	0-194	0.5%	73%	False	False	1,382

Crabel Price Patterns
NR	False
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	0-040

Fibonacci Retracements and Extensions
4.250	132-038
2.618	131-047
1.618	130-177
1.000	130-060
0.618	129-307
HIGH	129-190
0.618	129-117
0.500	129-095
0.382	129-073
LOW	129-000
0.618	128-203
1.000	128-130
1.618	128-013
2.618	127-143
4.250	126-152

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	129-095	129-055
PP	129-070	129-043
S1	129-045	129-032

Download as Excel Spreadsheet

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

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