ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	119-230	120-037	0-127	0.3%	119-027
High	120-060	120-100	0-040	0.1%	120-060
Low	119-197	119-315	0-118	0.3%	119-000
Close	119-315	120-085	0-090	0.2%	119-315
Range	0-183	0-105	-0-078	-42.6%	1-060
ATR	0-125	0-124	-0-001	-1.2%	0-000
Volume	857,814	554,554	-303,260	-35.4%	3,819,527

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-055	121-015	120-143
R3	120-270	120-230	120-114
R2	120-165	120-165	120-104
R1	120-125	120-125	120-095	120-145
PP	120-060	120-060	120-060	120-070
S1	120-020	120-020	120-075	120-040
S2	119-275	119-275	120-066
S3	119-170	119-235	120-056
S4	119-065	119-130	120-027

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	120-100	119-090	1-010	0.9%	0-145	0.4%	95%	True	False	780,258
10	120-100	118-120	1-300	1.6%	0-124	0.3%	98%	True	False	553,461
20	120-100	118-082	2-018	1.7%	0-130	0.3%	98%	True	False	554,302
40	120-100	118-082	2-018	1.7%	0-118	0.3%	98%	True	False	510,880
60	120-170	118-082	2-088	1.9%	0-110	0.3%	88%	False	False	341,680
80	121-010	117-000	4-010	3.4%	0-091	0.2%	81%	False	False	256,333
100	121-010	117-000	4-010	3.4%	0-073	0.2%	81%	False	False	205,073

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-226
2.618	121-055
1.618	120-270
1.000	120-205
0.618	120-165
HIGH	120-100
0.618	120-060
0.500	120-048
0.382	120-035
LOW	119-315
0.618	119-250
1.000	119-210
1.618	119-145
2.618	119-040
4.250	118-189

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	120-072	120-051
PP	120-060	120-017
S1	120-048	119-304

Download as Excel Spreadsheet

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

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