ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	119-027	119-095	0-068	0.2%	118-125
High	119-110	120-035	0-245	0.6%	119-060
Low	119-000	119-090	0-090	0.2%	118-120
Close	119-100	119-222	0-122	0.3%	119-030
Range	0-110	0-265	0-155	140.9%	0-260
ATR	0-116	0-126	0-011	9.2%	0-000
Volume	472,789	1,033,757	560,968	118.7%	1,160,530

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-057	121-245	120-048
R3	121-112	120-300	119-295
R2	120-167	120-167	119-271
R1	120-035	120-035	119-246	120-101
PP	119-222	119-222	119-222	119-256
S1	119-090	119-090	119-198	119-156
S2	118-277	118-277	119-173
S3	118-012	118-145	119-149
S4	117-067	117-200	119-076

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	120-035	118-205	1-150	1.2%	0-135	0.4%	72%	True	False	485,341
10	120-035	118-082	1-273	1.5%	0-112	0.3%	78%	True	False	364,124
20	120-035	118-082	1-273	1.5%	0-137	0.4%	78%	True	False	549,521
40	120-035	118-082	1-273	1.5%	0-116	0.3%	78%	True	False	439,937
60	121-010	118-082	2-248	2.3%	0-110	0.3%	52%	False	False	293,955
80	121-010	117-000	4-010	3.4%	0-086	0.2%	67%	False	False	220,491
100	121-010	117-000	4-010	3.4%	0-068	0.2%	67%	False	False	176,399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	123-201
2.618	122-089
1.618	121-144
1.000	120-300
0.618	120-199
HIGH	120-035
0.618	119-254
0.500	119-222
0.382	119-191
LOW	119-090
0.618	118-246
1.000	118-145
1.618	117-301
2.618	117-036
4.250	115-244

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	119-222	119-190
PP	119-222	119-157
S1	119-222	119-125

Download as Excel Spreadsheet

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

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