ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	119-275	119-317	0-042	0.1%	119-165
High	120-015	120-012	-0-003	0.0%	120-110
Low	119-237	119-200	-0-037	-0.1%	119-137
Close	119-317	119-210	-0-107	-0.3%	119-317
Range	0-098	0-132	0-034	34.7%	0-293
ATR	0-157	0-155	-0-002	-1.1%	0-000
Volume	268,620	56,007	-212,613	-79.2%	5,406,062

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-003	120-239	119-283
R3	120-191	120-107	119-246
R2	120-059	120-059	119-234
R1	119-295	119-295	119-222	119-271
PP	119-247	119-247	119-247	119-236
S1	119-163	119-163	119-198	119-139
S2	119-115	119-115	119-186
S3	118-303	119-031	119-174
S4	118-171	118-219	119-137

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-214	122-078	120-158
R3	121-241	121-105	120-078
R2	120-268	120-268	120-051
R1	120-132	120-132	120-024	120-200
PP	119-295	119-295	119-295	120-008
S1	119-159	119-159	119-290	119-227
S2	119-002	119-002	119-263
S3	118-029	118-186	119-236
S4	117-056	117-213	119-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-110	119-150	0-280	0.7%	0-144	0.4%	21%	False	False	863,658
10	120-110	119-060	1-050	1.0%	0-163	0.4%	41%	False	False	885,664
20	121-162	119-060	2-102	1.9%	0-162	0.4%	20%	False	False	798,570
40	121-165	118-215	2-270	2.4%	0-163	0.4%	35%	False	False	767,622
60	121-165	118-082	3-083	2.7%	0-151	0.4%	43%	False	False	697,757
80	121-165	118-082	3-083	2.7%	0-135	0.4%	43%	False	False	579,022
100	121-165	118-040	3-125	2.8%	0-128	0.3%	45%	False	False	463,581
120	121-165	117-000	4-165	3.8%	0-107	0.3%	59%	False	False	386,322

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	0-047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-253
2.618	121-038
1.618	120-226
1.000	120-144
0.618	120-094
HIGH	120-012
0.618	119-282
0.500	119-266
0.382	119-250
LOW	119-200
0.618	119-118
1.000	119-068
1.618	118-306
2.618	118-174
4.250	117-279

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	119-266	119-315
PP	119-247	119-280
S1	119-229	119-245

Download as Excel Spreadsheet

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

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