ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	120-050	120-140	0-090	0.2%	120-110
High	120-090	120-160	0-070	0.2%	120-120
Low	119-300	120-140	0-160	0.4%	119-190
Close	119-300	120-140	0-160	0.4%	120-000
Range	0-110	0-020	-0-090	-81.8%	0-250
ATR	0-089	0-095	0-007	7.3%	0-000
Volume	1,225	578	-647	-52.8%	2,055

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-207	120-193	120-151
R3	120-187	120-173	120-146
R2	120-167	120-167	120-144
R1	120-153	120-153	120-142	120-150
PP	120-147	120-147	120-147	120-145
S1	120-133	120-133	120-138	120-130
S2	120-127	120-127	120-136
S3	120-107	120-113	120-134
S4	120-087	120-093	120-129

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-107	121-303	120-138
R3	121-177	121-053	120-069
R2	120-247	120-247	120-046
R1	120-123	120-123	120-023	120-060
PP	119-317	119-317	119-317	119-285
S1	119-193	119-193	119-297	119-130
S2	119-067	119-067	119-274
S3	118-137	118-263	119-251
S4	117-207	118-013	119-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-160	119-190	0-290	0.8%	0-066	0.2%	93%	True	False	580
10	120-170	119-190	0-300	0.8%	0-076	0.2%	90%	False	False	432
20	120-170	118-020	2-150	2.0%	0-051	0.1%	96%	False	False	289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-019
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-245
2.618	120-212
1.618	120-192
1.000	120-180
0.618	120-172
HIGH	120-160
0.618	120-152
0.500	120-150
0.382	120-148
LOW	120-140
0.618	120-128
1.000	120-120
1.618	120-108
2.618	120-088
4.250	120-055

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	120-150	120-112
PP	120-147	120-083
S1	120-143	120-055

Download as Excel Spreadsheet

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

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