ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	119-240	119-235	-0-005	0.0%	118-125
High	119-282	119-250	-0-032	-0.1%	119-060
Low	119-175	119-187	0-012	0.0%	118-120
Close	119-255	119-225	-0-030	-0.1%	119-030
Range	0-107	0-063	-0-044	-41.1%	0-260
ATR	0-125	0-121	-0-004	-3.3%	0-000
Volume	855,620	599,547	-256,073	-29.9%	1,160,530

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-090	120-060	119-260
R3	120-027	119-317	119-242
R2	119-284	119-284	119-237
R1	119-254	119-254	119-231	119-238
PP	119-221	119-221	119-221	119-212
S1	119-191	119-191	119-219	119-174
S2	119-158	119-158	119-213
S3	119-095	119-128	119-208
S4	119-032	119-065	119-190

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%	0-142	0.4%	72%	False	False	688,151
10	120-035	118-082	1-273	1.5%	0-107	0.3%	78%	False	False	439,551
20	120-035	118-082	1-273	1.5%	0-131	0.3%	78%	False	False	554,024
40	120-035	118-082	1-273	1.5%	0-113	0.3%	78%	False	False	475,901
60	121-010	118-082	2-248	2.3%	0-111	0.3%	52%	False	False	318,162
80	121-010	117-000	4-010	3.4%	0-088	0.2%	67%	False	False	238,679
100	121-010	117-000	4-010	3.4%	0-070	0.2%	67%	False	False	190,950

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	120-198
2.618	120-095
1.618	120-032
1.000	119-313
0.618	119-289
HIGH	119-250
0.618	119-226
0.500	119-218
0.382	119-211
LOW	119-187
0.618	119-148
1.000	119-124
1.618	119-085
2.618	119-022
4.250	118-239

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	119-223	119-224
PP	119-221	119-223
S1	119-218	119-222

Download as Excel Spreadsheet

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

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