ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	126-285	126-310	0-025	0.1%	127-255
High	127-055	127-215	0-160	0.4%	127-280
Low	126-200	126-285	0-085	0.2%	125-295
Close	126-315	127-065	0-070	0.2%	126-020
Range	0-175	0-250	0-075	42.9%	1-305
ATR	0-240	0-241	0-001	0.3%	0-000
Volume	1,413,444	1,471,505	58,061	4.1%	6,114,560

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-192	129-058	127-202
R3	128-262	128-128	127-134
R2	128-012	128-012	127-111
R1	127-198	127-198	127-088	127-265
PP	127-082	127-082	127-082	127-115
S1	126-268	126-268	127-042	127-015
S2	126-152	126-152	127-019
S3	125-222	126-018	126-316
S4	124-292	125-088	126-248

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	127-215	125-295	1-240	1.4%	0-272	0.7%	73%	True	False	1,391,962
10	127-280	125-295	1-305	1.5%	0-220	0.5%	66%	False	False	1,268,182
20	128-125	125-295	2-150	1.9%	0-247	0.6%	52%	False	False	833,898
40	130-200	125-295	4-225	3.7%	0-256	0.6%	27%	False	False	420,054

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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-318
2.618	129-230
1.618	128-300
1.000	128-145
0.618	128-050
HIGH	127-215
0.618	127-120
0.500	127-090
0.382	127-060
LOW	126-285
0.618	126-130
1.000	126-035
1.618	125-200
2.618	124-270
4.250	123-182

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	127-090	127-041
PP	127-082	127-017
S1	127-073	126-312

Download as Excel Spreadsheet

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

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