ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	120-255	120-250	-0-005	0.0%	120-037
High	121-010	120-282	-0-048	-0.1%	121-152
Low	120-212	120-150	-0-062	-0.2%	119-315
Close	120-240	120-175	-0-065	-0.2%	120-255
Range	0-118	0-132	0-014	11.9%	1-157
ATR	0-149	0-148	-0-001	-0.8%	0-000
Volume	624,403	908,860	284,457	45.6%	4,042,189

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-278	121-199	120-248
R3	121-146	121-067	120-211
R2	121-014	121-014	120-199
R1	120-255	120-255	120-187	120-228
PP	120-202	120-202	120-202	120-189
S1	120-123	120-123	120-163	120-096
S2	120-070	120-070	120-151
S3	119-258	119-311	120-139
S4	119-126	119-179	120-102

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	120-120	1-032	0.9%	0-208	0.5%	16%	False	False	848,637
10	121-152	119-175	1-297	1.6%	0-162	0.4%	52%	False	False	788,843
20	121-152	118-082	3-070	2.7%	0-137	0.4%	71%	False	False	576,484
40	121-152	118-082	3-070	2.7%	0-134	0.3%	71%	False	False	631,626
60	121-152	118-082	3-070	2.7%	0-118	0.3%	71%	False	False	425,057
80	121-152	117-100	4-052	3.5%	0-106	0.3%	78%	False	False	319,092
100	121-152	117-000	4-152	3.7%	0-085	0.2%	79%	False	False	255,280

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-203
2.618	121-308
1.618	121-176
1.000	121-094
0.618	121-044
HIGH	120-282
0.618	120-232
0.500	120-216
0.382	120-200
LOW	120-150
0.618	120-068
1.000	120-018
1.618	119-256
2.618	119-124
4.250	118-229

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	120-216	120-311
PP	120-202	120-266
S1	120-189	120-220

Download as Excel Spreadsheet

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

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