ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	120-037	120-092	0-055	0.1%	119-027
High	120-100	120-175	0-075	0.2%	120-060
Low	119-315	120-050	0-055	0.1%	119-000
Close	120-085	120-140	0-055	0.1%	119-315
Range	0-105	0-125	0-020	19.0%	1-060
ATR	0-124	0-124	0-000	0.1%	0-000
Volume	554,554	777,709	223,155	40.2%	3,819,527

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-177	121-123	120-209
R3	121-052	120-318	120-174
R2	120-247	120-247	120-163
R1	120-193	120-193	120-151	120-220
PP	120-122	120-122	120-122	120-135
S1	120-068	120-068	120-129	120-095
S2	119-317	119-317	120-117
S3	119-192	119-263	120-106
S4	119-067	119-138	120-071

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	120-175	119-175	1-000	0.8%	0-117	0.3%	89%	True	False	729,048
10	120-175	118-205	1-290	1.6%	0-126	0.3%	94%	True	False	607,195
20	120-175	118-082	2-093	1.9%	0-127	0.3%	95%	True	False	554,443
40	120-175	118-082	2-093	1.9%	0-120	0.3%	95%	True	False	530,200
60	120-175	118-082	2-093	1.9%	0-107	0.3%	95%	True	False	354,584
80	121-010	117-030	3-300	3.3%	0-093	0.2%	85%	False	False	266,054
100	121-010	117-000	4-010	3.3%	0-074	0.2%	85%	False	False	212,850

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-066
2.618	121-182
1.618	121-057
1.000	120-300
0.618	120-252
HIGH	120-175
0.618	120-127
0.500	120-112
0.382	120-098
LOW	120-050
0.618	119-293
1.000	119-245
1.618	119-168
2.618	119-043
4.250	118-159

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	120-131	120-102
PP	120-122	120-064
S1	120-112	120-026

Download as Excel Spreadsheet

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

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