ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	129-230	130-190	0-280	0.7%	129-170
High	130-200	130-190	-0-010	0.0%	130-200
Low	129-230	130-020	0-110	0.3%	128-300
Close	130-120	130-130	0-010	0.0%	130-120
Range	0-290	0-170	-0-120	-41.4%	1-220
ATR	0-225	0-221	-0-004	-1.7%	0-000
Volume	6,365	6,960	595	9.3%	32,776

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-303	131-227	130-224
R3	131-133	131-057	130-177
R2	130-283	130-283	130-161
R1	130-207	130-207	130-146	130-160
PP	130-113	130-113	130-113	130-090
S1	130-037	130-037	130-114	129-310
S2	129-263	129-263	130-099
S3	129-093	129-187	130-083
S4	128-243	129-017	130-036

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	129-000	1-200	1.2%	0-232	0.6%	87%	False	False	7,483
10	130-200	128-070	2-130	1.8%	0-226	0.5%	91%	False	False	4,507
20	130-200	126-200	4-000	3.1%	0-223	0.5%	95%	False	False	2,899

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-272
2.618	131-315
1.618	131-145
1.000	131-040
0.618	130-295
HIGH	130-190
0.618	130-125
0.500	130-105
0.382	130-085
LOW	130-020
0.618	129-235
1.000	129-170
1.618	129-065
2.618	128-215
4.250	127-258

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	130-122	130-087
PP	130-113	130-043
S1	130-105	130-000

Download as Excel Spreadsheet

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

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