ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	119-230	119-120	-0-110	-0.3%	119-302
High	119-292	119-305	0-013	0.0%	120-070
Low	119-067	119-060	-0-007	0.0%	119-162
Close	119-100	119-267	0-167	0.4%	119-255
Range	0-225	0-245	0-020	8.9%	0-228
ATR	0-160	0-166	0-006	3.8%	0-000
Volume	831,523	960,070	128,547	15.5%	3,239,479

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-306	121-211	120-082
R3	121-061	120-286	120-014
R2	120-136	120-136	119-312
R1	120-041	120-041	119-289	120-088
PP	119-211	119-211	119-211	119-234
S1	119-116	119-116	119-245	119-164
S2	118-286	118-286	119-222
S3	118-041	118-191	119-200
S4	117-116	117-266	119-132

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	119-060	0-245	0.6%	0-157	0.4%	84%	True	True	714,057
10	121-067	119-060	2-007	1.7%	0-178	0.5%	32%	False	True	757,531
20	121-165	119-060	2-105	1.9%	0-166	0.4%	28%	False	True	733,733
40	121-165	118-082	3-083	2.7%	0-150	0.4%	48%	False	False	643,910
60	121-165	118-082	3-083	2.7%	0-144	0.4%	48%	False	False	652,661
80	121-165	118-082	3-083	2.7%	0-130	0.3%	48%	False	False	490,886
100	121-165	117-100	4-065	3.5%	0-117	0.3%	60%	False	False	392,932
120	121-165	117-000	4-165	3.8%	0-097	0.3%	63%	False	False	327,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-066
2.618	121-306
1.618	121-061
1.000	120-230
0.618	120-136
HIGH	119-305
0.618	119-211
0.500	119-182
0.382	119-154
LOW	119-060
0.618	118-229
1.000	118-135
1.618	117-304
2.618	117-059
4.250	115-299

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	119-239	119-239
PP	119-211	119-211
S1	119-182	119-182

Download as Excel Spreadsheet

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

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