ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	119-120	119-267	0-147	0.4%	119-302
High	119-305	119-317	0-012	0.0%	120-070
Low	119-060	119-160	0-100	0.3%	119-162
Close	119-267	119-185	-0-082	-0.2%	119-255
Range	0-245	0-157	-0-088	-35.9%	0-228
ATR	0-166	0-165	-0-001	-0.4%	0-000
Volume	960,070	805,086	-154,984	-16.1%	3,239,479

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-052	120-275	119-271
R3	120-215	120-118	119-228
R2	120-058	120-058	119-214
R1	119-281	119-281	119-199	119-251
PP	119-221	119-221	119-221	119-206
S1	119-124	119-124	119-171	119-094
S2	119-064	119-064	119-156
S3	118-227	118-287	119-142
S4	118-070	118-130	119-099

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	119-317	119-060	0-257	0.7%	0-167	0.4%	49%	True	False	769,375
10	121-067	119-060	2-007	1.7%	0-178	0.5%	19%	False	False	766,884
20	121-165	119-060	2-105	1.9%	0-168	0.4%	17%	False	False	728,545
40	121-165	118-082	3-083	2.7%	0-152	0.4%	41%	False	False	652,514
60	121-165	118-082	3-083	2.7%	0-145	0.4%	41%	False	False	663,932
80	121-165	118-082	3-083	2.7%	0-130	0.3%	41%	False	False	500,929
100	121-165	117-100	4-065	3.5%	0-118	0.3%	54%	False	False	400,982
120	121-165	117-000	4-165	3.8%	0-099	0.3%	57%	False	False	334,158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-024
2.618	121-088
1.618	120-251
1.000	120-154
0.618	120-094
HIGH	119-317
0.618	119-257
0.500	119-238
0.382	119-220
LOW	119-160
0.618	119-063
1.000	119-003
1.618	118-226
2.618	118-069
4.250	117-133

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	119-238	119-188
PP	119-221	119-187
S1	119-203	119-186

Download as Excel Spreadsheet

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

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