ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	129-090	127-310	-1-100	-1.0%	130-190
High	129-140	128-160	-0-300	-0.7%	130-190
Low	127-290	127-250	-0-040	-0.1%	127-290
Close	128-040	128-000	-0-040	-0.1%	128-040
Range	1-170	0-230	-0-260	-53.1%	2-220
ATR	0-256	0-254	-0-002	-0.7%	0-000
Volume	9,412	12,288	2,876	30.6%	40,022

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-080	129-270	128-126
R3	129-170	129-040	128-063
R2	128-260	128-260	128-042
R1	128-130	128-130	128-021	128-195
PP	128-030	128-030	128-030	128-062
S1	127-220	127-220	127-299	127-285
S2	127-120	127-120	127-278
S3	126-210	126-310	127-257
S4	125-300	126-080	127-194

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	136-300	135-070	129-193
R3	134-080	132-170	128-276
R2	131-180	131-180	128-198
R1	129-270	129-270	128-119	129-115
PP	128-280	128-280	128-280	128-202
S1	127-050	127-050	127-281	126-215
S2	126-060	126-060	127-202
S3	123-160	124-150	127-124
S4	120-260	121-250	126-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-140	127-250	2-210	2.1%	1-008	0.8%	8%	False	True	9,070
10	130-200	127-250	2-270	2.2%	0-280	0.7%	8%	False	True	8,276
20	130-200	127-250	2-270	2.2%	0-263	0.6%	8%	False	True	4,786

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-033
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-178
2.618	130-122
1.618	129-212
1.000	129-070
0.618	128-302
HIGH	128-160
0.618	128-072
0.500	128-045
0.382	128-018
LOW	127-250
0.618	127-108
1.000	127-020
1.618	126-198
2.618	125-288
4.250	124-232

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	128-045	128-295
PP	128-030	128-197
S1	128-015	128-098

Download as Excel Spreadsheet

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

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