ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 10-Mar-2015

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	126-025	126-150	0-125	0.3%	127-255
High	126-160	127-025	0-185	0.5%	127-280
Low	125-305	126-090	0-105	0.3%	125-295
Close	126-135	126-295	0-160	0.4%	126-020
Range	0-175	0-255	0-080	45.7%	1-305
ATR	0-244	0-245	0-001	0.3%	0-000
Volume	998,527	1,348,356	349,829	35.0%	6,114,560

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-048	128-267	127-115
R3	128-113	128-012	127-045
R2	127-178	127-178	127-022
R1	127-077	127-077	126-318	127-128
PP	126-243	126-243	126-243	126-269
S1	126-142	126-142	126-272	126-192
S2	125-308	125-308	126-248
S3	125-053	125-207	126-225
S4	124-118	124-272	126-155

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%	0-241	0.6%	63%	False	False	1,219,361
10	128-125	125-295	2-150	1.9%	0-220	0.5%	41%	False	False	1,272,803
20	128-125	125-295	2-150	1.9%	0-242	0.6%	41%	False	False	691,093
40	130-200	125-295	4-225	3.7%	0-252	0.6%	21%	False	False	347,940

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-149
2.618	129-053
1.618	128-118
1.000	127-280
0.618	127-183
HIGH	127-025
0.618	126-248
0.500	126-218
0.382	126-187
LOW	126-090
0.618	125-252
1.000	125-155
1.618	124-317
2.618	124-062
4.250	122-286

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	126-269	126-272
PP	126-243	126-250
S1	126-218	126-228

Download as Excel Spreadsheet

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

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