ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	119-267	119-172	-0-095	-0.2%	119-230
High	119-317	119-295	-0-022	-0.1%	119-317
Low	119-160	119-122	-0-038	-0.1%	119-060
Close	119-185	119-137	-0-048	-0.1%	119-137
Range	0-157	0-173	0-016	10.2%	0-257
ATR	0-165	0-166	0-001	0.3%	0-000
Volume	805,086	797,896	-7,190	-0.9%	3,394,575

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-064	120-273	119-232
R3	120-211	120-100	119-185
R2	120-038	120-038	119-169
R1	119-247	119-247	119-153	119-216
PP	119-185	119-185	119-185	119-169
S1	119-074	119-074	119-121	119-043
S2	119-012	119-012	119-105
S3	118-159	118-221	119-089
S4	117-306	118-048	119-042

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-302	121-157	119-278
R3	121-045	120-220	119-208
R2	120-108	120-108	119-184
R1	119-283	119-283	119-161	119-227
PP	119-171	119-171	119-171	119-144
S1	119-026	119-026	119-113	118-290
S2	118-234	118-234	119-090
S3	117-297	118-089	119-066
S4	117-040	117-152	118-316

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%	0-173	0.5%	30%	False	False	779,633
10	121-040	119-060	1-300	1.6%	0-178	0.5%	12%	False	False	788,952
20	121-165	119-060	2-105	1.9%	0-168	0.4%	10%	False	False	726,368
40	121-165	118-082	3-083	2.7%	0-155	0.4%	36%	False	False	664,932
60	121-165	118-082	3-083	2.7%	0-147	0.4%	36%	False	False	674,652
80	121-165	118-082	3-083	2.7%	0-131	0.3%	36%	False	False	510,892
100	121-165	117-130	4-035	3.4%	0-120	0.3%	49%	False	False	408,961
120	121-165	117-000	4-165	3.8%	0-100	0.3%	54%	False	False	340,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-070
2.618	121-108
1.618	120-255
1.000	120-148
0.618	120-082
HIGH	119-295
0.618	119-229
0.500	119-208
0.382	119-188
LOW	119-122
0.618	119-015
1.000	118-269
1.618	118-162
2.618	117-309
4.250	117-027

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	119-208	119-188
PP	119-185	119-171
S1	119-161	119-154

Download as Excel Spreadsheet

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

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