ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	120-250	120-165	-0-085	-0.2%	120-037
High	120-282	120-245	-0-037	-0.1%	121-152
Low	120-150	120-067	-0-083	-0.2%	119-315
Close	120-175	120-115	-0-060	-0.2%	120-255
Range	0-132	0-178	0-046	34.8%	1-157
ATR	0-148	0-150	0-002	1.4%	0-000
Volume	908,860	841,428	-67,432	-7.4%	4,042,189

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-036	121-254	120-213
R3	121-178	121-076	120-164
R2	121-000	121-000	120-148
R1	120-218	120-218	120-131	120-180
PP	120-142	120-142	120-142	120-124
S1	120-040	120-040	120-099	120-002
S2	119-284	119-284	120-082
S3	119-106	119-182	120-066
S4	118-248	119-004	120-017

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	120-067	1-085	1.1%	0-202	0.5%	12%	False	True	834,298
10	121-152	119-187	1-285	1.6%	0-169	0.4%	41%	False	False	787,424
20	121-152	118-082	3-070	2.7%	0-143	0.4%	65%	False	False	603,496
40	121-152	118-082	3-070	2.7%	0-137	0.4%	65%	False	False	648,795
60	121-152	118-082	3-070	2.7%	0-119	0.3%	65%	False	False	439,067
80	121-152	117-130	4-022	3.4%	0-108	0.3%	73%	False	False	329,609
100	121-152	117-000	4-152	3.7%	0-086	0.2%	75%	False	False	263,694

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	0-042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-042
2.618	122-071
1.618	121-213
1.000	121-103
0.618	121-035
HIGH	120-245
0.618	120-177
0.500	120-156
0.382	120-135
LOW	120-067
0.618	119-277
1.000	119-209
1.618	119-099
2.618	118-241
4.250	117-270

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	120-156	120-198
PP	120-142	120-171
S1	120-129	120-143

Download as Excel Spreadsheet

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

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