ECBOT 10 Year T-Note Future June 2015

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

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	126-275	126-305	0-030	0.1%	126-260
High	127-035	127-060	0-025	0.1%	128-125
Low	126-230	126-235	0-005	0.0%	126-240
Close	126-290	127-020	0-050	0.1%	127-255
Range	0-125	0-145	0-020	16.0%	1-205
ATR	0-237	0-230	-0-007	-2.8%	0-000
Volume	935,199	1,086,746	151,547	16.2%	5,079,376

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-113	128-052	127-100
R3	127-288	127-227	127-060
R2	127-143	127-143	127-047
R1	127-082	127-082	127-033	127-112
PP	126-318	126-318	126-318	127-014
S1	126-257	126-257	127-007	126-288
S2	126-173	126-173	126-313
S3	126-028	126-112	126-300
S4	125-203	125-287	126-260

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	127-280	126-230	1-050	0.9%	0-169	0.4%	30%	False	False	1,144,403
10	128-125	126-200	1-245	1.4%	0-215	0.5%	25%	False	False	954,496
20	130-020	126-120	3-220	2.9%	0-246	0.6%	19%	False	False	489,129
40	130-200	126-120	4-080	3.3%	0-239	0.6%	16%	False	False	246,255

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-036
2.618	128-120
1.618	127-295
1.000	127-205
0.618	127-150
HIGH	127-060
0.618	127-005
0.500	126-308
0.382	126-290
LOW	126-235
0.618	126-145
1.000	126-090
1.618	126-000
2.618	125-175
4.250	124-259

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	127-009	127-011
PP	126-318	127-002
S1	126-308	126-312

Download as Excel Spreadsheet

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

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