ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	119-242	119-202	-0-040	-0.1%	121-150
High	119-285	119-305	0-020	0.1%	121-162
Low	119-177	119-162	-0-015	0.0%	119-265
Close	119-237	119-280	0-043	0.1%	119-310
Range	0-108	0-143	0-035	32.4%	1-217
ATR	0-163	0-162	-0-001	-0.9%	0-000
Volume	528,495	746,606	218,111	41.3%	3,875,278

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-038	120-302	120-039
R3	120-215	120-159	119-319
R2	120-072	120-072	119-306
R1	120-016	120-016	119-293	120-044
PP	119-249	119-249	119-249	119-263
S1	119-193	119-193	119-267	119-221
S2	119-106	119-106	119-254
S3	118-283	119-050	119-241
S4	118-140	118-227	119-201

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	121-040	119-162	1-198	1.4%	0-183	0.5%	23%	False	True	798,272
10	121-165	119-162	2-003	1.7%	0-176	0.5%	18%	False	True	748,765
20	121-165	119-162	2-003	1.7%	0-175	0.5%	18%	False	True	740,034
40	121-165	118-082	3-083	2.7%	0-152	0.4%	50%	False	False	652,178
60	121-165	118-082	3-083	2.7%	0-140	0.4%	50%	False	False	615,161
80	121-165	118-082	3-083	2.7%	0-126	0.3%	50%	False	False	462,308
100	121-165	117-080	4-085	3.6%	0-111	0.3%	62%	False	False	369,981
120	121-165	117-000	4-165	3.8%	0-093	0.2%	64%	False	False	308,323

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-273
2.618	121-039
1.618	120-216
1.000	120-128
0.618	120-073
HIGH	119-305
0.618	119-250
0.500	119-234
0.382	119-217
LOW	119-162
0.618	119-074
1.000	119-019
1.618	118-251
2.618	118-108
4.250	117-194

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	119-264	119-264
PP	119-249	119-249
S1	119-234	119-234

Download as Excel Spreadsheet

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

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