ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	120-212	120-132	-0-080	-0.2%	119-240
High	120-232	120-197	-0-035	-0.1%	120-232
Low	120-090	120-112	0-022	0.1%	119-240
Close	120-090	120-192	0-102	0.3%	120-192
Range	0-142	0-085	-0-057	-40.1%	0-312
ATR	0-135	0-133	-0-002	-1.5%	0-000
Volume	2,736	723	-2,013	-73.6%	16,610

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-102	121-072	120-239
R3	121-017	120-307	120-215
R2	120-252	120-252	120-208
R1	120-222	120-222	120-200	120-237
PP	120-167	120-167	120-167	120-174
S1	120-137	120-137	120-184	120-152
S2	120-082	120-082	120-176
S3	119-317	120-052	120-169
S4	119-232	119-287	120-145

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-091	122-293	121-044
R3	122-099	121-301	120-278
R2	121-107	121-107	120-249
R1	120-309	120-309	120-221	121-048
PP	120-115	120-115	120-115	120-144
S1	119-317	119-317	120-163	120-056
S2	119-123	119-123	120-135
S3	118-131	119-005	120-106
S4	117-139	118-013	120-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-232	119-240	0-312	0.8%	0-115	0.3%	87%	False	False	3,322
10	120-232	119-037	1-195	1.3%	0-107	0.3%	92%	False	False	4,415
20	120-232	119-032	1-200	1.3%	0-122	0.3%	92%	False	False	280,520
40	121-165	119-032	2-133	2.0%	0-144	0.4%	62%	False	False	503,444
60	121-165	118-082	3-083	2.7%	0-144	0.4%	72%	False	False	536,794
80	121-165	118-082	3-083	2.7%	0-141	0.4%	72%	False	False	576,119
100	121-165	118-082	3-083	2.7%	0-129	0.3%	72%	False	False	464,818
120	121-165	117-130	4-035	3.4%	0-120	0.3%	78%	False	False	387,554

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-238
2.618	121-100
1.618	121-015
1.000	120-282
0.618	120-250
HIGH	120-197
0.618	120-165
0.500	120-154
0.382	120-144
LOW	120-112
0.618	120-059
1.000	120-027
1.618	119-294
2.618	119-209
4.250	119-071

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	120-180	120-161
PP	120-167	120-130
S1	120-154	120-098

Download as Excel Spreadsheet

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

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