ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	129-280	129-230	-0-050	-0.1%	129-170
High	129-290	130-200	0-230	0.6%	130-200
Low	129-120	129-230	0-110	0.3%	128-300
Close	129-200	130-120	0-240	0.6%	130-120
Range	0-170	0-290	0-120	70.6%	1-220
ATR	0-217	0-225	0-007	3.4%	0-000
Volume	5,728	6,365	637	11.1%	32,776

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-307	132-183	130-280
R3	132-017	131-213	130-200
R2	131-047	131-047	130-173
R1	130-243	130-243	130-147	130-305
PP	130-077	130-077	130-077	130-108
S1	129-273	129-273	130-093	130-015
S2	129-107	129-107	130-067
S3	128-137	128-303	130-040
S4	127-167	128-013	129-280

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-013	134-127	131-097
R3	133-113	132-227	130-268
R2	131-213	131-213	130-219
R1	131-007	131-007	130-170	131-110
PP	129-313	129-313	129-313	130-045
S1	129-107	129-107	130-070	129-210
S2	128-093	128-093	130-021
S3	126-193	127-207	129-292
S4	124-293	125-307	129-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-200	128-300	1-220	1.3%	0-236	0.6%	85%	True	False	6,555
10	130-200	128-070	2-130	1.8%	0-239	0.6%	90%	True	False	4,092
20	130-200	125-230	4-290	3.8%	0-228	0.5%	95%	True	False	2,551

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-152
2.618	132-319
1.618	132-029
1.000	131-170
0.618	131-059
HIGH	130-200
0.618	130-089
0.500	130-055
0.382	130-021
LOW	129-230
0.618	129-051
1.000	128-260
1.618	128-081
2.618	127-111
4.250	125-278

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	130-098	130-060
PP	130-077	130-000
S1	130-055	129-260

Download as Excel Spreadsheet

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

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