ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	119-235	119-230	-0-005	0.0%	119-027
High	119-250	120-060	0-130	0.3%	120-060
Low	119-187	119-197	0-010	0.0%	119-000
Close	119-225	119-315	0-090	0.2%	119-315
Range	0-063	0-183	0-120	190.5%	1-060
ATR	0-121	0-125	0-004	3.7%	0-000
Volume	599,547	857,814	258,267	43.1%	3,819,527

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-206	121-124	120-096
R3	121-023	120-261	120-045
R2	120-160	120-160	120-029
R1	120-078	120-078	120-012	120-119
PP	119-297	119-297	119-297	119-318
S1	119-215	119-215	119-298	119-256
S2	119-114	119-114	119-281
S3	118-251	119-032	119-265
S4	118-068	118-169	119-214

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-092	122-263	120-204
R3	122-032	121-203	120-100
R2	120-292	120-292	120-065
R1	120-143	120-143	120-030	120-218
PP	119-232	119-232	119-232	119-269
S1	119-083	119-083	119-280	119-158
S2	118-172	118-172	119-245
S3	117-112	118-023	119-210
S4	116-052	116-283	119-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-060	119-000	1-060	1.0%	0-146	0.4%	83%	True	False	763,905
10	120-060	118-115	1-265	1.5%	0-117	0.3%	89%	True	False	505,710
20	120-060	118-082	1-298	1.6%	0-133	0.3%	89%	True	False	568,982
40	120-060	118-082	1-298	1.6%	0-117	0.3%	89%	True	False	497,067
60	121-010	118-082	2-248	2.3%	0-114	0.3%	62%	False	False	332,446
80	121-010	117-000	4-010	3.4%	0-090	0.2%	74%	False	False	249,402
100	121-010	117-000	4-010	3.4%	0-072	0.2%	74%	False	False	199,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-198
2.618	121-219
1.618	121-036
1.000	120-243
0.618	120-173
HIGH	120-060
0.618	119-310
0.500	119-288
0.382	119-267
LOW	119-197
0.618	119-084
1.000	119-014
1.618	118-221
2.618	118-038
4.250	117-059

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	119-306	119-302
PP	119-297	119-290
S1	119-288	119-278

Download as Excel Spreadsheet

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

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