ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	118-260	119-027	0-087	0.2%	118-125
High	119-060	119-110	0-050	0.1%	119-060
Low	118-215	119-000	0-105	0.3%	118-120
Close	119-030	119-100	0-070	0.2%	119-030
Range	0-165	0-110	-0-055	-33.3%	0-260
ATR	0-116	0-116	0-000	-0.4%	0-000
Volume	479,043	472,789	-6,254	-1.3%	1,160,530

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-080	120-040	119-160
R3	119-290	119-250	119-130
R2	119-180	119-180	119-120
R1	119-140	119-140	119-110	119-160
PP	119-070	119-070	119-070	119-080
S1	119-030	119-030	119-090	119-050
S2	118-280	118-280	119-080
S3	118-170	118-240	119-070
S4	118-060	118-130	119-040

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	119-110	118-120	0-310	0.8%	0-102	0.3%	97%	True	False	326,663
10	119-110	118-082	1-028	0.9%	0-093	0.2%	97%	True	False	306,840
20	119-300	118-082	1-218	1.4%	0-135	0.4%	63%	False	False	546,178
40	119-300	118-082	1-218	1.4%	0-112	0.3%	63%	False	False	414,102
60	121-010	118-082	2-248	2.3%	0-107	0.3%	38%	False	False	276,736
80	121-010	117-000	4-010	3.4%	0-082	0.2%	57%	False	False	207,569
100	121-010	117-000	4-010	3.4%	0-066	0.2%	57%	False	False	166,062

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-258
2.618	120-078
1.618	119-288
1.000	119-220
0.618	119-178
HIGH	119-110
0.618	119-068
0.500	119-055
0.382	119-042
LOW	119-000
0.618	118-252
1.000	118-210
1.618	118-142
2.618	118-032
4.250	117-172

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	119-085	119-068
PP	119-070	119-035
S1	119-055	119-002

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

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