ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	119-165	119-237	0-072	0.2%	119-230
High	119-247	120-067	0-140	0.4%	119-317
Low	119-137	119-150	0-013	0.0%	119-060
Close	119-235	120-057	0-142	0.4%	119-137
Range	0-110	0-237	0-127	115.5%	0-257
ATR	0-162	0-167	0-005	3.3%	0-000
Volume	1,143,778	1,646,218	502,440	43.9%	3,394,575

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-056	121-293	120-187
R3	121-139	121-056	120-122
R2	120-222	120-222	120-100
R1	120-139	120-139	120-079	120-180
PP	119-305	119-305	119-305	120-005
S1	119-222	119-222	120-035	119-264
S2	119-068	119-068	120-014
S3	118-151	118-305	119-312
S4	117-234	118-068	119-247

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-302	121-157	119-278
R3	121-045	120-220	119-208
R2	120-108	120-108	119-184
R1	119-283	119-283	119-161	119-227
PP	119-171	119-171	119-171	119-144
S1	119-026	119-026	119-113	118-290
S2	118-234	118-234	119-090
S3	117-297	118-089	119-066
S4	117-040	117-152	118-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-067	119-060	1-007	0.9%	0-184	0.5%	97%	True	False	1,070,609
10	120-067	119-060	1-007	0.9%	0-155	0.4%	97%	True	False	869,743
20	121-165	119-060	2-105	1.9%	0-171	0.4%	43%	False	False	811,016
40	121-165	118-115	3-050	2.6%	0-158	0.4%	58%	False	False	719,783
60	121-165	118-082	3-083	2.7%	0-150	0.4%	59%	False	False	697,551
80	121-165	118-082	3-083	2.7%	0-134	0.3%	59%	False	False	545,715
100	121-165	117-200	3-285	3.2%	0-123	0.3%	66%	False	False	436,860
120	121-165	117-000	4-165	3.8%	0-103	0.3%	70%	False	False	364,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-046
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-114
2.618	122-047
1.618	121-130
1.000	120-304
0.618	120-213
HIGH	120-067
0.618	119-296
0.500	119-268
0.382	119-241
LOW	119-150
0.618	119-004
1.000	118-233
1.618	118-087
2.618	117-170
4.250	116-103

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	120-021	120-016
PP	119-305	119-295
S1	119-268	119-254

Download as Excel Spreadsheet

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

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