ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	127-120	127-165	0-045	0.1%	126-025
High	127-225	128-305	1-080	1.0%	127-215
Low	127-100	127-160	0-060	0.1%	125-305
Close	127-160	128-180	1-020	0.8%	127-035
Range	0-125	1-145	1-020	272.0%	1-230
ATR	0-226	0-243	0-017	7.6%	0-000
Volume	782,331	1,400,092	617,761	79.0%	6,244,042

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-223	132-027	129-116
R3	131-078	130-202	128-308
R2	129-253	129-253	128-265
R1	129-057	129-057	128-223	129-155
PP	128-108	128-108	128-108	128-158
S1	127-232	127-232	128-137	128-010
S2	126-283	126-283	128-095
S3	125-138	126-087	128-052
S4	123-313	124-262	127-244

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-022	131-098	128-018
R3	130-112	129-188	127-186
R2	128-202	128-202	127-136
R1	127-278	127-278	127-085	128-080
PP	126-292	126-292	126-292	127-032
S1	126-048	126-048	126-305	126-170
S2	125-062	125-062	126-254
S3	123-152	124-138	126-204
S4	121-242	122-228	126-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-305	126-250	2-055	1.7%	0-236	0.6%	82%	True	False	1,084,828
10	128-305	125-295	3-010	2.4%	0-244	0.6%	87%	True	False	1,199,919
20	128-305	125-295	3-010	2.4%	0-234	0.6%	87%	True	False	1,025,717
40	130-200	125-295	4-225	3.7%	0-248	0.6%	56%	False	False	518,710

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	135-041
2.618	132-242
1.618	131-097
1.000	130-130
0.618	129-272
HIGH	128-305
0.618	128-127
0.500	128-072
0.382	128-018
LOW	127-160
0.618	126-193
1.000	126-015
1.618	125-048
2.618	123-223
4.250	121-104

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	128-144	128-120
PP	128-108	128-060
S1	128-072	128-000

Download as Excel Spreadsheet

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

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