ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	120-165	120-140	-0-025	-0.1%	120-255
High	120-245	120-267	0-022	0.1%	121-010
Low	120-067	120-127	0-060	0.2%	120-067
Close	120-115	120-200	0-085	0.2%	120-200
Range	0-178	0-140	-0-038	-21.3%	0-263
ATR	0-150	0-150	0-000	0.1%	0-000
Volume	841,428	574,079	-267,349	-31.8%	2,948,770

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-298	121-229	120-277
R3	121-158	121-089	120-238
R2	121-018	121-018	120-226
R1	120-269	120-269	120-213	120-304
PP	120-198	120-198	120-198	120-215
S1	120-129	120-129	120-187	120-164
S2	120-058	120-058	120-174
S3	119-238	119-309	120-162
S4	119-098	119-169	120-123

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-028	122-217	121-025
R3	122-085	121-274	120-272
R2	121-142	121-142	120-248
R1	121-011	121-011	120-224	120-265
PP	120-199	120-199	120-199	120-166
S1	120-068	120-068	120-176	120-002
S2	119-256	119-256	120-152
S3	118-313	119-125	120-128
S4	118-050	118-182	120-055

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	1.0%	0-161	0.4%	33%	False	False	762,891
10	121-152	119-197	1-275	1.5%	0-177	0.5%	54%	False	False	784,877
20	121-152	118-082	3-070	2.7%	0-142	0.4%	74%	False	False	612,214
40	121-152	118-082	3-070	2.7%	0-138	0.4%	74%	False	False	657,353
60	121-152	118-082	3-070	2.7%	0-121	0.3%	74%	False	False	448,567
80	121-152	117-130	4-022	3.4%	0-110	0.3%	79%	False	False	336,785
100	121-152	117-000	4-152	3.7%	0-088	0.2%	81%	False	False	269,435

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	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-222
2.618	121-314
1.618	121-174
1.000	121-087
0.618	121-034
HIGH	120-267
0.618	120-214
0.500	120-197
0.382	120-180
LOW	120-127
0.618	120-040
1.000	119-307
1.618	119-220
2.618	119-080
4.250	118-172

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	120-199	120-192
PP	120-198	120-183
S1	120-197	120-174

Download as Excel Spreadsheet

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

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