ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 06-Feb-2015

Day Change Summary
	Previous	Current
	05-Feb-2015	06-Feb-2015	Change	Change %	Previous Week
Open	121-037	120-257	-0-100	-0.3%	121-150
High	121-067	121-040	-0-027	-0.1%	121-162
Low	120-217	119-265	-0-272	-0.7%	119-265
Close	120-262	119-310	-0-272	-0.7%	119-310
Range	0-170	1-095	0-245	144.1%	1-217
ATR	0-156	0-174	0-019	11.9%	0-000
Volume	577,211	1,255,475	678,264	117.5%	3,875,278

Daily Pivots for day following 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-063	123-122	120-218
R3	122-288	122-027	120-104
R2	121-193	121-193	120-066
R1	120-252	120-252	120-028	120-175
PP	120-098	120-098	120-098	120-060
S1	119-157	119-157	119-272	119-080
S2	119-003	119-003	119-234
S3	117-228	118-062	119-196
S4	116-133	116-287	119-082

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	125-150	124-127	120-285
R3	123-253	122-230	120-138
R2	122-036	122-036	120-088
R1	121-013	121-013	120-039	120-236
PP	120-139	120-139	120-139	120-090
S1	119-116	119-116	119-261	119-019
S2	118-242	118-242	119-212
S3	117-025	117-219	119-162
S4	115-128	116-002	119-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-162	119-265	1-217	1.4%	0-210	0.5%	8%	False	True	775,055
10	121-165	119-265	1-220	1.4%	0-185	0.5%	8%	False	True	731,923
20	121-165	119-197	1-288	1.6%	0-181	0.5%	19%	False	False	758,400
40	121-165	118-082	3-083	2.7%	0-156	0.4%	53%	False	False	656,212
60	121-165	118-082	3-083	2.7%	0-136	0.4%	53%	False	False	570,068
80	121-165	118-082	3-083	2.7%	0-128	0.3%	53%	False	False	428,221
100	121-165	117-000	4-165	3.8%	0-106	0.3%	66%	False	False	342,624
120	121-165	117-000	4-165	3.8%	0-089	0.2%	66%	False	False	285,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 130 trading days

Fibonacci Retracements and Extensions
4.250	126-204
2.618	124-166
1.618	123-071
1.000	122-135
0.618	121-296
HIGH	121-040
0.618	120-201
0.500	120-152
0.382	120-104
LOW	119-265
0.618	119-009
1.000	118-170
1.618	117-234
2.618	116-139
4.250	114-101

Fisher Pivots for day following 06-Feb-2015
Pivot	1 day	3 day
R1	120-152	120-166
PP	120-098	120-107
S1	120-044	120-049

Download as Excel Spreadsheet

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

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