ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	120-182	121-007	0-145	0.4%	120-255
High	121-045	121-025	-0-020	-0.1%	121-010
Low	120-157	120-230	0-073	0.2%	120-067
Close	121-010	120-282	-0-048	-0.1%	120-200
Range	0-208	0-115	-0-093	-44.7%	0-263
ATR	0-153	0-150	-0-003	-1.8%	0-000
Volume	812,787	657,231	-155,556	-19.1%	2,948,770

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-311	121-251	121-025
R3	121-196	121-136	120-314
R2	121-081	121-081	120-303
R1	121-021	121-021	120-293	120-314
PP	120-286	120-286	120-286	120-272
S1	120-226	120-226	120-271	120-198
S2	120-171	120-171	120-261
S3	120-056	120-111	120-250
S4	119-261	119-316	120-219

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	120-127	0-238	0.6%	0-145	0.4%	65%	False	False	628,309
10	121-152	120-067	1-085	1.0%	0-174	0.4%	53%	False	False	731,303
20	121-152	118-215	2-257	2.3%	0-156	0.4%	79%	False	False	703,262
40	121-152	118-082	3-070	2.7%	0-143	0.4%	82%	False	False	641,774
60	121-152	118-082	3-070	2.7%	0-125	0.3%	82%	False	False	491,277
80	121-152	117-280	3-192	3.0%	0-117	0.3%	84%	False	False	368,878
100	121-152	117-000	4-152	3.7%	0-094	0.2%	87%	False	False	295,108
120	121-152	117-000	4-152	3.7%	0-078	0.2%	87%	False	False	245,929

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	122-194
2.618	122-006
1.618	121-211
1.000	121-140
0.618	121-096
HIGH	121-025
0.618	120-301
0.500	120-288
0.382	120-274
LOW	120-230
0.618	120-159
1.000	120-115
1.618	120-044
2.618	119-249
4.250	119-061

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	120-288	120-275
PP	120-286	120-268
S1	120-284	120-261

Download as Excel Spreadsheet

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

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