ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	120-127	120-205	0-078	0.2%	119-027
High	121-007	121-152	0-145	0.4%	120-060
Low	120-120	120-125	0-005	0.0%	119-000
Close	120-235	121-040	0-125	0.3%	119-315
Range	0-207	1-027	0-140	67.6%	1-060
ATR	0-130	0-145	0-016	11.9%	0-000
Volume	913,125	931,114	17,989	2.0%	3,819,527

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-080	123-247	121-231
R3	123-053	122-220	121-135
R2	122-026	122-026	121-104
R1	121-193	121-193	121-072	121-270
PP	120-319	120-319	120-319	121-037
S1	120-166	120-166	121-008	120-242
S2	119-292	119-292	120-296
S3	118-265	119-139	120-265
S4	117-238	118-112	120-169

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	121-152	119-197	1-275	1.5%	0-193	0.5%	81%	True	False	806,863
10	121-152	118-215	2-257	2.3%	0-168	0.4%	88%	True	False	747,507
20	121-152	118-082	3-070	2.7%	0-135	0.3%	89%	True	False	570,792
40	121-152	118-082	3-070	2.7%	0-128	0.3%	89%	True	False	575,726
60	121-152	118-082	3-070	2.7%	0-114	0.3%	89%	True	False	385,222
80	121-152	117-080	4-072	3.5%	0-100	0.3%	92%	True	False	289,106
100	121-152	117-000	4-152	3.7%	0-080	0.2%	92%	True	False	231,292

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	126-027
2.618	124-100
1.618	123-073
1.000	122-179
0.618	122-046
HIGH	121-152
0.618	121-019
0.500	120-298
0.382	120-258
LOW	120-125
0.618	119-231
1.000	119-098
1.618	118-204
2.618	117-177
4.250	115-250

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	121-020	121-007
PP	120-319	120-294
S1	120-298	120-261

Download as Excel Spreadsheet

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

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