ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	130-140	129-080	-1-060	-0.9%	129-170
High	130-140	129-280	-0-180	-0.4%	130-200
Low	129-110	129-010	-0-100	-0.2%	128-300
Close	129-160	129-140	-0-020	0.0%	130-120
Range	1-030	0-270	-0-080	-22.9%	1-220
ATR	0-230	0-233	0-003	1.2%	0-000
Volume	3,487	6,298	2,811	80.6%	32,776

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-313	131-177	129-288
R3	131-043	130-227	129-214
R2	130-093	130-093	129-190
R1	129-277	129-277	129-165	130-025
PP	129-143	129-143	129-143	129-178
S1	129-007	129-007	129-115	129-075
S2	128-193	128-193	129-090
S3	127-243	128-057	129-066
S4	126-293	127-107	128-312

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	129-010	1-190	1.2%	0-250	0.6%	25%	False	True	5,767
10	130-200	128-070	2-130	1.9%	0-250	0.6%	51%	False	False	5,216
20	130-200	127-100	3-100	2.6%	0-232	0.6%	64%	False	False	3,382

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-148
2.618	132-027
1.618	131-077
1.000	130-230
0.618	130-127
HIGH	129-280
0.618	129-177
0.500	129-145
0.382	129-113
LOW	129-010
0.618	128-163
1.000	128-060
1.618	127-213
2.618	126-263
4.250	125-142

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	129-145	129-260
PP	129-143	129-220
S1	129-142	129-180

Download as Excel Spreadsheet

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

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