ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	120-257	119-302	-0-275	-0.7%	121-150
High	121-040	120-070	-0-290	-0.7%	121-162
Low	119-265	119-232	-0-033	-0.1%	119-265
Close	119-310	119-277	-0-033	-0.1%	119-310
Range	1-095	0-158	-0-257	-61.9%	1-217
ATR	0-174	0-173	-0-001	-0.7%	0-000
Volume	1,255,475	726,615	-528,860	-42.1%	3,875,278

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-134	121-043	120-044
R3	120-296	120-205	120-000
R2	120-138	120-138	119-306
R1	120-047	120-047	119-291	120-014
PP	119-300	119-300	119-300	119-283
S1	119-209	119-209	119-263	119-176
S2	119-142	119-142	119-248
S3	118-304	119-051	119-234
S4	118-146	118-213	119-190

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	121-142	119-232	1-230	1.4%	0-222	0.6%	8%	False	True	793,618
10	121-165	119-232	1-253	1.5%	0-187	0.5%	8%	False	True	752,288
20	121-165	119-232	1-253	1.5%	0-180	0.5%	8%	False	True	751,840
40	121-165	118-082	3-083	2.7%	0-156	0.4%	49%	False	False	660,411
60	121-165	118-082	3-083	2.7%	0-138	0.4%	49%	False	False	581,991
80	121-165	118-082	3-083	2.7%	0-130	0.3%	49%	False	False	437,294
100	121-165	117-000	4-165	3.8%	0-108	0.3%	63%	False	False	349,889
120	121-165	117-000	4-165	3.8%	0-090	0.2%	63%	False	False	291,580

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-038
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-102
2.618	121-164
1.618	121-006
1.000	120-228
0.618	120-168
HIGH	120-070
0.618	120-010
0.500	119-311
0.382	119-292
LOW	119-232
0.618	119-134
1.000	119-074
1.618	118-296
2.618	118-138
4.250	117-200

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	119-311	120-150
PP	119-300	120-085
S1	119-288	120-021

Download as Excel Spreadsheet

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

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