ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	129-080	129-270	0-190	0.5%	129-170
High	129-280	130-020	0-060	0.1%	130-200
Low	129-010	129-040	0-030	0.1%	128-300
Close	129-140	129-090	-0-050	-0.1%	130-120
Range	0-270	0-300	0-030	11.1%	1-220
ATR	0-233	0-238	0-005	2.1%	0-000
Volume	6,298	13,865	7,567	120.1%	32,776

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-097	131-233	129-255
R3	131-117	130-253	129-172
R2	130-137	130-137	129-145
R1	129-273	129-273	129-118	129-215
PP	129-157	129-157	129-157	129-128
S1	128-293	128-293	129-062	128-235
S2	128-177	128-177	129-035
S3	127-197	127-313	129-008
S4	126-217	127-013	128-245

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%	0-276	0.7%	16%	False	False	7,395
10	130-200	128-240	1-280	1.5%	0-245	0.6%	28%	False	False	6,411
20	130-200	127-100	3-100	2.6%	0-238	0.6%	59%	False	False	3,984

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-015
2.618	132-165
1.618	131-185
1.000	131-000
0.618	130-205
HIGH	130-020
0.618	129-225
0.500	129-190
0.382	129-155
LOW	129-040
0.618	128-175
1.000	128-060
1.618	127-195
2.618	126-215
4.250	125-045

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	129-190	129-235
PP	129-157	129-187
S1	129-123	129-138

Download as Excel Spreadsheet

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

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