ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	121-110	120-255	-0-175	-0.5%	120-037
High	121-152	121-010	-0-142	-0.4%	121-152
Low	120-237	120-212	-0-025	-0.1%	119-315
Close	120-255	120-240	-0-015	0.0%	120-255
Range	0-235	0-118	-0-117	-49.8%	1-157
ATR	0-152	0-149	-0-002	-1.6%	0-000
Volume	865,687	624,403	-241,284	-27.9%	4,042,189

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-295	121-225	120-305
R3	121-177	121-107	120-272
R2	121-059	121-059	120-262
R1	120-309	120-309	120-251	120-285
PP	120-261	120-261	120-261	120-248
S1	120-191	120-191	120-229	120-167
S2	120-143	120-143	120-218
S3	120-025	120-073	120-208
S4	119-227	119-275	120-175

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	120-050	1-102	1.1%	0-206	0.5%	45%	False	False	822,407
10	121-152	119-090	2-062	1.8%	0-176	0.5%	67%	False	False	801,333
20	121-152	118-082	3-070	2.7%	0-134	0.3%	77%	False	False	554,086
40	121-152	118-082	3-070	2.7%	0-133	0.3%	77%	False	False	612,125
60	121-152	118-082	3-070	2.7%	0-118	0.3%	77%	False	False	409,937
80	121-152	117-100	4-052	3.4%	0-104	0.3%	83%	False	False	307,732
100	121-152	117-000	4-152	3.7%	0-083	0.2%	84%	False	False	246,192

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-035
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-192
2.618	121-319
1.618	121-201
1.000	121-128
0.618	121-083
HIGH	121-010
0.618	120-285
0.500	120-271
0.382	120-257
LOW	120-212
0.618	120-139
1.000	120-094
1.618	120-021
2.618	119-223
4.250	119-030

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	120-271	120-298
PP	120-261	120-279
S1	120-250	120-260

Download as Excel Spreadsheet

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

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