ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	119-095	119-240	0-145	0.4%	118-125
High	120-035	119-282	-0-073	-0.2%	119-060
Low	119-090	119-175	0-085	0.2%	118-120
Close	119-222	119-255	0-033	0.1%	119-030
Range	0-265	0-107	-0-158	-59.6%	0-260
ATR	0-126	0-125	-0-001	-1.1%	0-000
Volume	1,033,757	855,620	-178,137	-17.2%	1,160,530

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-238	120-194	119-314
R3	120-131	120-087	119-284
R2	120-024	120-024	119-275
R1	119-300	119-300	119-265	120-002
PP	119-237	119-237	119-237	119-248
S1	119-193	119-193	119-245	119-215
S2	119-130	119-130	119-235
S3	119-023	119-086	119-226
S4	118-236	118-299	119-196

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	118-215	1-140	1.2%	0-141	0.4%	78%	False	False	609,890
10	120-035	118-082	1-273	1.5%	0-116	0.3%	83%	False	False	419,567
20	120-035	118-082	1-273	1.5%	0-135	0.4%	83%	False	False	562,065
40	120-035	118-082	1-273	1.5%	0-115	0.3%	83%	False	False	461,075
60	121-010	118-082	2-248	2.3%	0-110	0.3%	56%	False	False	308,177
80	121-010	117-000	4-010	3.4%	0-087	0.2%	69%	False	False	231,186
100	121-010	117-000	4-010	3.4%	0-070	0.2%	69%	False	False	184,955

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-097
2.618	120-242
1.618	120-135
1.000	120-069
0.618	120-028
HIGH	119-282
0.618	119-241
0.500	119-228
0.382	119-216
LOW	119-175
0.618	119-109
1.000	119-068
1.618	119-002
2.618	118-215
4.250	118-040

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	119-246	119-229
PP	119-237	119-203
S1	119-228	119-178

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

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