ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	127-150	126-210	-0-260	-0.6%	127-310
High	127-250	127-180	-0-070	-0.2%	128-160
Low	126-140	126-120	-0-020	0.0%	127-070
Close	126-180	127-110	0-250	0.6%	127-200
Range	1-110	1-060	-0-050	-11.6%	1-090
ATR	0-249	0-259	0-009	3.7%	0-000
Volume	17,720	74,646	56,926	321.3%	65,037

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-210	130-060	127-319
R3	129-150	129-000	127-214
R2	128-090	128-090	127-180
R1	127-260	127-260	127-145	128-015
PP	127-030	127-030	127-030	127-068
S1	126-200	126-200	127-075	126-275
S2	125-290	125-290	127-040
S3	124-230	125-140	127-006
S4	123-170	124-080	126-221

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-200	130-290	128-106
R3	130-110	129-200	127-313
R2	129-020	129-020	127-275
R1	128-110	128-110	127-238	128-020
PP	127-250	127-250	127-250	127-205
S1	127-020	127-020	127-162	126-250
S2	126-160	126-160	127-125
S3	125-070	125-250	127-087
S4	123-300	124-160	126-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-310	126-120	1-190	1.3%	0-276	0.7%	61%	False	True	26,586
10	130-020	126-120	3-220	2.9%	0-280	0.7%	26%	False	True	18,697
20	130-200	126-120	4-080	3.3%	0-262	0.6%	23%	False	True	11,703

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	0-061
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-195
2.618	130-215
1.618	129-155
1.000	128-240
0.618	128-095
HIGH	127-180
0.618	127-035
0.500	126-310
0.382	126-265
LOW	126-120
0.618	125-205
1.000	125-060
1.618	124-145
2.618	123-085
4.250	121-105

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	127-070	127-087
PP	127-030	127-063
S1	126-310	127-040

Download as Excel Spreadsheet

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

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