ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	120-172	120-182	0-010	0.0%	120-255
High	120-285	121-045	0-080	0.2%	121-010
Low	120-160	120-157	-0-003	0.0%	120-067
Close	120-182	121-010	0-148	0.4%	120-200
Range	0-125	0-208	0-083	66.4%	0-263
ATR	0-148	0-153	0-004	2.9%	0-000
Volume	574,486	812,787	238,301	41.5%	2,948,770

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-268	122-187	121-124
R3	122-060	121-299	121-067
R2	121-172	121-172	121-048
R1	121-091	121-091	121-029	121-132
PP	120-284	120-284	120-284	120-304
S1	120-203	120-203	120-311	120-244
S2	120-076	120-076	120-292
S3	119-188	119-315	120-273
S4	118-300	119-107	120-216

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	121-045	120-067	0-298	0.8%	0-158	0.4%	88%	True	False	665,148
10	121-152	120-067	1-085	1.0%	0-183	0.5%	65%	False	False	756,893
20	121-152	118-205	2-267	2.3%	0-154	0.4%	84%	False	False	682,044
40	121-152	118-082	3-070	2.7%	0-144	0.4%	86%	False	False	644,399
60	121-152	118-082	3-070	2.7%	0-123	0.3%	86%	False	False	480,355
80	121-152	117-200	3-272	3.2%	0-116	0.3%	88%	False	False	360,662
100	121-152	117-000	4-152	3.7%	0-093	0.2%	90%	False	False	288,536
120	121-152	117-000	4-152	3.7%	0-077	0.2%	90%	False	False	240,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-289
2.618	122-270
1.618	122-062
1.000	121-253
0.618	121-174
HIGH	121-045
0.618	120-286
0.500	120-261
0.382	120-236
LOW	120-157
0.618	120-028
1.000	119-269
1.618	119-140
2.618	118-252
4.250	117-233

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	120-307	120-304
PP	120-284	120-277
S1	120-261	120-251

Download as Excel Spreadsheet

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

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