ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	119-040	119-020	-0-020	-0.1%	120-270
High	119-050	119-090	0-040	0.1%	120-270
Low	118-280	118-260	-0-020	-0.1%	119-060
Close	119-020	119-060	0-040	0.1%	119-090
Range	0-090	0-150	0-060	66.7%	1-210
ATR	0-111	0-114	0-003	2.5%	0-000
Volume	4,106	8,974	4,868	118.6%	5,678

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-160	120-100	119-142
R3	120-010	119-270	119-101
R2	119-180	119-180	119-088
R1	119-120	119-120	119-074	119-150
PP	119-030	119-030	119-030	119-045
S1	118-290	118-290	119-046	119-000
S2	118-200	118-200	119-032
S3	118-050	118-140	119-019
S4	117-220	117-310	118-298

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-237	123-213	120-062
R3	123-027	122-003	119-236
R2	121-137	121-137	119-187
R1	120-113	120-113	119-139	120-020
PP	119-247	119-247	119-247	119-200
S1	118-223	118-223	119-041	118-130
S2	118-037	118-037	118-313
S3	116-147	117-013	118-264
S4	114-257	115-123	118-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-060	118-260	1-120	1.2%	0-152	0.4%	27%	False	True	3,794
10	120-270	118-260	2-010	1.7%	0-118	0.3%	18%	False	True	2,459
20	120-270	118-260	2-010	1.7%	0-096	0.3%	18%	False	True	1,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-088
2.618	120-163
1.618	120-013
1.000	119-240
0.618	119-183
HIGH	119-090
0.618	119-033
0.500	119-015
0.382	118-317
LOW	118-260
0.618	118-167
1.000	118-110
1.618	118-017
2.618	117-187
4.250	116-262

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	119-045	119-045
PP	119-030	119-030
S1	119-015	119-015

Download as Excel Spreadsheet

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

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