ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	119-302	119-245	-0-057	-0.1%	121-150
High	120-070	119-277	-0-113	-0.3%	121-162
Low	119-232	119-187	-0-045	-0.1%	119-265
Close	119-277	119-237	-0-040	-0.1%	119-310
Range	0-158	0-090	-0-068	-43.0%	1-217
ATR	0-173	0-167	-0-006	-3.4%	0-000
Volume	726,615	734,172	7,557	1.0%	3,875,278

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-184	120-140	119-286
R3	120-094	120-050	119-262
R2	120-004	120-004	119-254
R1	119-280	119-280	119-245	119-257
PP	119-234	119-234	119-234	119-222
S1	119-190	119-190	119-229	119-167
S2	119-144	119-144	119-220
S3	119-054	119-100	119-212
S4	118-284	119-010	119-188

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	121-067	119-187	1-200	1.4%	0-200	0.5%	10%	False	True	801,006
10	121-165	119-187	1-298	1.6%	0-183	0.5%	8%	False	True	768,257
20	121-165	119-187	1-298	1.6%	0-179	0.5%	8%	False	True	760,821
40	121-165	118-082	3-083	2.7%	0-154	0.4%	46%	False	False	657,561
60	121-165	118-082	3-083	2.7%	0-138	0.4%	46%	False	False	594,194
80	121-165	118-082	3-083	2.7%	0-127	0.3%	46%	False	False	446,466
100	121-165	117-000	4-165	3.8%	0-109	0.3%	61%	False	False	357,231
120	121-165	117-000	4-165	3.8%	0-091	0.2%	61%	False	False	297,698

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-040
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	121-020
2.618	120-193
1.618	120-103
1.000	120-047
0.618	120-013
HIGH	119-277
0.618	119-243
0.500	119-232
0.382	119-221
LOW	119-187
0.618	119-131
1.000	119-097
1.618	119-041
2.618	118-271
4.250	118-124

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	119-235	120-114
PP	119-234	120-048
S1	119-232	119-302

Download as Excel Spreadsheet

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

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