ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	128-025	127-185	-0-160	-0.4%	126-260
High	128-125	127-275	-0-170	-0.4%	128-125
Low	127-145	127-115	-0-030	-0.1%	126-240
Close	127-205	127-255	0-050	0.1%	127-255
Range	0-300	0-160	-0-140	-46.7%	1-205
ATR	0-259	0-252	-0-007	-2.7%	0-000
Volume	1,347,323	1,335,435	-11,888	-0.9%	5,079,376

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-055	128-315	128-023
R3	128-215	128-155	127-299
R2	128-055	128-055	127-284
R1	127-315	127-315	127-270	128-025
PP	127-215	127-215	127-215	127-230
S1	127-155	127-155	127-240	127-185
S2	127-055	127-055	127-226
S3	126-215	126-315	127-211
S4	126-055	126-155	127-167

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-182	131-263	128-224
R3	130-297	130-058	128-079
R2	129-092	129-092	128-031
R1	128-173	128-173	127-303	128-292
PP	127-207	127-207	127-207	127-266
S1	126-288	126-288	127-207	127-088
S2	126-002	126-002	127-159
S3	124-117	125-083	127-111
S4	122-232	123-198	126-286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-125	126-240	1-205	1.3%	0-235	0.6%	64%	False	False	1,015,875
10	128-125	126-120	2-005	1.6%	0-266	0.6%	71%	False	False	531,935
20	130-200	126-120	4-080	3.3%	0-266	0.6%	33%	False	False	270,955
40	130-200	125-230	4-290	3.8%	0-241	0.6%	42%	False	False	136,598

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	0-074
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-315
2.618	129-054
1.618	128-214
1.000	128-115
0.618	128-054
HIGH	127-275
0.618	127-214
0.500	127-195
0.382	127-176
LOW	127-115
0.618	127-016
1.000	126-275
1.618	126-176
2.618	126-016
4.250	125-075

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	127-235	127-280
PP	127-215	127-272
S1	127-195	127-263

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

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