ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	119-172	119-165	-0-007	0.0%	119-230
High	119-295	119-247	-0-048	-0.1%	119-317
Low	119-122	119-137	0-015	0.0%	119-060
Close	119-137	119-235	0-098	0.3%	119-137
Range	0-173	0-110	-0-063	-36.4%	0-257
ATR	0-166	0-162	-0-004	-2.4%	0-000
Volume	797,896	1,143,778	345,882	43.3%	3,394,575

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-216	120-176	119-296
R3	120-106	120-066	119-265
R2	119-316	119-316	119-255
R1	119-276	119-276	119-245	119-296
PP	119-206	119-206	119-206	119-216
S1	119-166	119-166	119-225	119-186
S2	119-096	119-096	119-215
S3	118-306	119-056	119-205
S4	118-196	118-266	119-174

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%	0-182	0.5%	68%	False	False	907,670
10	120-070	119-060	1-010	0.9%	0-147	0.4%	53%	False	False	777,783
20	121-165	119-060	2-105	1.9%	0-166	0.4%	23%	False	False	754,853
40	121-165	118-082	3-083	2.7%	0-154	0.4%	45%	False	False	683,533
60	121-165	118-082	3-083	2.7%	0-148	0.4%	45%	False	False	689,853
80	121-165	118-082	3-083	2.7%	0-132	0.3%	45%	False	False	525,138
100	121-165	117-130	4-035	3.4%	0-121	0.3%	57%	False	False	420,399
120	121-165	117-000	4-165	3.8%	0-101	0.3%	61%	False	False	350,338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-074
2.618	120-215
1.618	120-105
1.000	120-037
0.618	119-315
HIGH	119-247
0.618	119-205
0.500	119-192
0.382	119-179
LOW	119-137
0.618	119-069
1.000	119-027
1.618	118-279
2.618	118-169
4.250	117-310

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	119-221	119-230
PP	119-206	119-225
S1	119-192	119-220

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

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