ECBOT 10 Year T-Note Future June 2015

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

Day Change Summary
	Previous	Current
	06-Mar-2015	09-Mar-2015	Change	Change %	Previous Week
Open	127-015	126-025	-0-310	-0.8%	127-255
High	127-160	126-160	-1-000	-0.8%	127-280
Low	125-295	125-305	0-010	0.0%	125-295
Close	126-020	126-135	0-115	0.3%	126-020
Range	1-185	0-175	-1-010	-65.3%	1-305
ATR	0-250	0-244	-0-005	-2.1%	0-000
Volume	1,727,978	998,527	-729,451	-42.2%	6,114,560

Daily Pivots for day following 09-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-298	127-232	126-231
R3	127-123	127-057	126-183
R2	126-268	126-268	126-167
R1	126-202	126-202	126-151	126-235
PP	126-093	126-093	126-093	126-110
S1	126-027	126-027	126-119	126-060
S2	125-238	125-238	126-103
S3	125-063	125-172	126-087
S4	124-208	124-317	126-039

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-153	131-072	127-044
R3	130-168	129-087	126-192
R2	128-183	128-183	126-135
R1	127-102	127-102	126-077	126-310
PP	126-198	126-198	126-198	126-142
S1	125-117	125-117	125-283	125-005
S2	124-213	124-213	125-225
S3	122-228	123-132	125-168
S4	120-243	121-147	124-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-160	125-295	1-185	1.2%	0-220	0.5%	32%	False	False	1,185,912
10	128-125	125-295	2-150	2.0%	0-234	0.6%	20%	False	False	1,202,703
20	128-160	125-295	2-185	2.0%	0-240	0.6%	19%	False	False	624,290
40	130-200	125-295	4-225	3.7%	0-250	0.6%	11%	False	False	314,303

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	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-264
2.618	127-298
1.618	127-123
1.000	127-015
0.618	126-268
HIGH	126-160
0.618	126-093
0.500	126-072
0.382	126-052
LOW	125-305
0.618	125-197
1.000	125-130
1.618	125-022
2.618	124-167
4.250	123-201

Fisher Pivots for day following 09-Mar-2015
Pivot	1 day	3 day
R1	126-114	126-228
PP	126-093	126-197
S1	126-072	126-166

Download as Excel Spreadsheet

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

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