ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	119-245	119-242	-0-003	0.0%	121-150
High	119-277	119-285	0-008	0.0%	121-162
Low	119-187	119-177	-0-010	0.0%	119-265
Close	119-237	119-237	0-000	0.0%	119-310
Range	0-090	0-108	0-018	20.0%	1-217
ATR	0-167	0-163	-0-004	-2.5%	0-000
Volume	734,172	528,495	-205,677	-28.0%	3,875,278

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-237	120-185	119-296
R3	120-129	120-077	119-267
R2	120-021	120-021	119-257
R1	119-289	119-289	119-247	119-261
PP	119-233	119-233	119-233	119-219
S1	119-181	119-181	119-227	119-153
S2	119-125	119-125	119-217
S3	119-017	119-073	119-207
S4	118-229	118-285	119-178

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	119-177	1-210	1.4%	0-188	0.5%	11%	False	True	764,393
10	121-165	119-177	1-308	1.6%	0-173	0.5%	10%	False	True	739,828
20	121-165	119-177	1-308	1.6%	0-178	0.5%	10%	False	True	748,360
40	121-165	118-082	3-083	2.7%	0-152	0.4%	46%	False	False	651,402
60	121-165	118-082	3-083	2.7%	0-139	0.4%	46%	False	False	602,920
80	121-165	118-082	3-083	2.7%	0-125	0.3%	46%	False	False	453,028
100	121-165	117-030	4-135	3.7%	0-110	0.3%	60%	False	False	362,515
120	121-165	117-000	4-165	3.8%	0-092	0.2%	61%	False	False	302,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-104
2.618	120-248
1.618	120-140
1.000	120-073
0.618	120-032
HIGH	119-285
0.618	119-244
0.500	119-231
0.382	119-218
LOW	119-177
0.618	119-110
1.000	119-069
1.618	119-002
2.618	118-214
4.250	118-038

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	119-235	119-284
PP	119-233	119-268
S1	119-231	119-252

Download as Excel Spreadsheet

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

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