ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	126-210	127-100	0-210	0.5%	127-310
High	127-180	127-170	-0-010	0.0%	128-160
Low	126-120	126-250	0-130	0.3%	127-070
Close	127-110	126-280	-0-150	-0.4%	127-200
Range	1-060	0-240	-0-140	-36.8%	1-090
ATR	0-259	0-257	-0-001	-0.5%	0-000
Volume	74,646	56,936	-17,710	-23.7%	65,037

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-100	128-270	127-092
R3	128-180	128-030	127-026
R2	127-260	127-260	127-004
R1	127-110	127-110	126-302	127-065
PP	127-020	127-020	127-020	126-318
S1	126-190	126-190	126-258	126-145
S2	126-100	126-100	126-236
S3	125-180	125-270	126-214
S4	124-260	125-030	126-148

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%	0-286	0.7%	31%	False	False	34,640
10	130-020	126-120	3-220	2.9%	0-277	0.7%	14%	False	False	23,761
20	130-200	126-120	4-080	3.3%	0-264	0.6%	12%	False	False	14,489

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	0-061
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-230
2.618	129-158
1.618	128-238
1.000	128-090
0.618	127-318
HIGH	127-170
0.618	127-078
0.500	127-050
0.382	127-022
LOW	126-250
0.618	126-102
1.000	126-010
1.618	125-182
2.618	124-262
4.250	123-190

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	127-050	127-025
PP	127-020	127-003
S1	126-310	126-302

Download as Excel Spreadsheet

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

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