ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	120-240	120-172	-0-068	-0.2%	120-255
High	120-275	120-285	0-010	0.0%	121-010
Low	120-137	120-160	0-023	0.1%	120-067
Close	120-152	120-182	0-030	0.1%	120-200
Range	0-138	0-125	-0-013	-9.4%	0-263
ATR	0-150	0-148	-0-001	-0.8%	0-000
Volume	522,963	574,486	51,523	9.9%	2,948,770

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-264	121-188	120-251
R3	121-139	121-063	120-216
R2	121-014	121-014	120-205
R1	120-258	120-258	120-193	120-296
PP	120-209	120-209	120-209	120-228
S1	120-133	120-133	120-171	120-171
S2	120-084	120-084	120-159
S3	119-279	120-008	120-148
S4	119-154	119-203	120-113

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-028	122-217	121-025
R3	122-085	121-274	120-272
R2	121-142	121-142	120-248
R1	121-011	121-011	120-224	120-265
PP	120-199	120-199	120-199	120-166
S1	120-068	120-068	120-176	120-002
S2	119-256	119-256	120-152
S3	118-313	119-125	120-128
S4	118-050	118-182	120-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-285	120-067	0-218	0.6%	0-143	0.4%	53%	True	False	684,363
10	121-152	120-050	1-102	1.1%	0-174	0.5%	31%	False	False	753,385
20	121-152	118-120	3-032	2.6%	0-149	0.4%	71%	False	False	653,423
40	121-152	118-082	3-070	2.7%	0-141	0.4%	72%	False	False	634,737
60	121-152	118-082	3-070	2.7%	0-121	0.3%	72%	False	False	466,842
80	121-152	117-200	3-272	3.2%	0-113	0.3%	76%	False	False	350,503
100	121-152	117-000	4-152	3.7%	0-091	0.2%	80%	False	False	280,408
120	121-152	117-000	4-152	3.7%	0-075	0.2%	80%	False	False	233,679

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-039
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-176
2.618	121-292
1.618	121-167
1.000	121-090
0.618	121-042
HIGH	120-285
0.618	120-237
0.500	120-222
0.382	120-208
LOW	120-160
0.618	120-083
1.000	120-035
1.618	119-278
2.618	119-153
4.250	118-269

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	120-222	120-206
PP	120-209	120-198
S1	120-196	120-190

Download as Excel Spreadsheet

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

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