ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	119-287	119-230	-0-057	-0.1%	119-302
High	119-292	119-292	0-000	0.0%	120-070
Low	119-227	119-067	-0-160	-0.4%	119-162
Close	119-255	119-100	-0-155	-0.4%	119-255
Range	0-065	0-225	0-160	246.2%	0-228
ATR	0-155	0-160	0-005	3.2%	0-000
Volume	503,591	831,523	327,932	65.1%	3,239,479

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-188	121-049	119-224
R3	120-283	120-144	119-162
R2	120-058	120-058	119-141
R1	119-239	119-239	119-121	119-196
PP	119-153	119-153	119-153	119-132
S1	119-014	119-014	119-079	118-291
S2	118-248	118-248	119-059
S3	118-023	118-109	119-038
S4	117-118	117-204	118-296

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-313	121-192	120-060
R3	121-085	120-284	119-318
R2	120-177	120-177	119-297
R1	120-056	120-056	119-276	120-002
PP	119-269	119-269	119-269	119-242
S1	119-148	119-148	119-234	119-094
S2	119-041	119-041	119-213
S3	118-133	118-240	119-192
S4	117-225	118-012	119-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-305	119-067	0-238	0.6%	0-126	0.3%	14%	False	True	668,877
10	121-142	119-067	2-075	1.9%	0-174	0.5%	5%	False	True	731,247
20	121-165	119-067	2-098	1.9%	0-160	0.4%	4%	False	True	716,950
40	121-165	118-082	3-083	2.7%	0-148	0.4%	32%	False	False	639,354
60	121-165	118-082	3-083	2.7%	0-142	0.4%	32%	False	False	637,060
80	121-165	118-082	3-083	2.7%	0-127	0.3%	32%	False	False	478,910
100	121-165	117-080	4-085	3.6%	0-114	0.3%	48%	False	False	383,332
120	121-165	117-000	4-165	3.8%	0-095	0.2%	51%	False	False	319,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-288
2.618	121-241
1.618	121-016
1.000	120-197
0.618	120-111
HIGH	119-292
0.618	119-206
0.500	119-180
0.382	119-153
LOW	119-067
0.618	118-248
1.000	118-162
1.618	118-023
2.618	117-118
4.250	116-071

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	119-180	119-186
PP	119-153	119-157
S1	119-126	119-129

Download as Excel Spreadsheet

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

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