ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	120-205	121-110	0-225	0.6%	120-037
High	121-152	121-152	0-000	0.0%	121-152
Low	120-125	120-237	0-112	0.3%	119-315
Close	121-040	120-255	-0-105	-0.3%	120-255
Range	1-027	0-235	-0-112	-32.3%	1-157
ATR	0-145	0-152	0-006	4.4%	0-000
Volume	931,114	865,687	-65,427	-7.0%	4,042,189

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-066	122-236	121-064
R3	122-151	122-001	121-000
R2	121-236	121-236	120-298
R1	121-086	121-086	120-277	121-044
PP	121-001	121-001	121-001	120-300
S1	120-171	120-171	120-233	120-128
S2	120-086	120-086	120-212
S3	119-171	119-256	120-190
S4	118-256	119-021	120-126

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	125-072	124-160	121-197
R3	123-235	123-003	121-066
R2	122-078	122-078	121-022
R1	121-166	121-166	120-299	121-282
PP	120-241	120-241	120-241	120-298
S1	120-009	120-009	120-211	120-125
S2	119-084	119-084	120-168
S3	117-247	118-172	120-124
S4	116-090	117-015	119-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-152	119-315	1-157	1.2%	0-204	0.5%	55%	True	False	808,437
10	121-152	119-000	2-152	2.0%	0-175	0.5%	73%	True	False	786,171
20	121-152	118-082	3-070	2.7%	0-136	0.4%	79%	True	False	561,757
40	121-152	118-082	3-070	2.7%	0-133	0.3%	79%	True	False	597,115
60	121-152	118-082	3-070	2.7%	0-117	0.3%	79%	True	False	399,563
80	121-152	117-080	4-072	3.5%	0-103	0.3%	84%	True	False	299,927
100	121-152	117-000	4-152	3.7%	0-082	0.2%	85%	True	False	239,948

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-191
2.618	123-127
1.618	122-212
1.000	122-067
0.618	121-297
HIGH	121-152
0.618	121-062
0.500	121-034
0.382	121-007
LOW	120-237
0.618	120-092
1.000	120-002
1.618	119-177
2.618	118-262
4.250	117-198

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	121-034	120-296
PP	121-001	120-282
S1	120-288	120-269

Download as Excel Spreadsheet

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

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