ECBOT 5 Year T-Note Future March 2015

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

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	118-252	118-260	0-008	0.0%	118-125
High	118-300	119-060	0-080	0.2%	119-060
Low	118-240	118-215	-0-025	-0.1%	118-120
Close	118-297	119-030	0-053	0.1%	119-030
Range	0-060	0-165	0-105	175.0%	0-260
ATR	0-112	0-116	0-004	3.3%	0-000
Volume	208,244	479,043	270,799	130.0%	1,160,530

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-170	120-105	119-121
R3	120-005	119-260	119-075
R2	119-160	119-160	119-060
R1	119-095	119-095	119-045	119-128
PP	118-315	118-315	118-315	119-011
S1	118-250	118-250	119-015	118-282
S2	118-150	118-150	119-000
S3	117-305	118-085	118-305
S4	117-140	117-240	118-259

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-103	121-007	119-173
R3	120-163	120-067	119-102
R2	119-223	119-223	119-078
R1	119-127	119-127	119-054	119-175
PP	118-283	118-283	118-283	118-308
S1	118-187	118-187	119-006	118-235
S2	118-023	118-023	118-302
S3	117-083	117-247	118-278
S4	116-143	116-307	118-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-060	118-115	0-265	0.7%	0-088	0.2%	89%	True	False	247,514
10	119-060	118-082	0-298	0.8%	0-098	0.3%	90%	True	False	337,344
20	119-300	118-082	1-218	1.4%	0-133	0.3%	50%	False	False	553,763
40	119-300	118-082	1-218	1.4%	0-110	0.3%	50%	False	False	402,375
60	121-010	118-050	2-280	2.4%	0-107	0.3%	33%	False	False	268,871
80	121-010	117-000	4-010	3.4%	0-081	0.2%	52%	False	False	201,660
100	121-010	117-000	4-010	3.4%	0-065	0.2%	52%	False	False	161,335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-121
2.618	120-172
1.618	120-007
1.000	119-225
0.618	119-162
HIGH	119-060
0.618	118-317
0.500	118-298
0.382	118-278
LOW	118-215
0.618	118-113
1.000	118-050
1.618	117-268
2.618	117-103
4.250	116-154

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	119-012	119-011
PP	118-315	118-312
S1	118-298	118-292

Download as Excel Spreadsheet

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

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