ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	120-055	119-275	-0-100	-0.3%	119-165
High	120-110	120-015	-0-095	-0.2%	120-110
Low	119-245	119-237	-0-008	0.0%	119-137
Close	119-277	119-317	0-040	0.1%	119-317
Range	0-185	0-098	-0-087	-47.0%	0-293
ATR	0-162	0-157	-0-005	-2.8%	0-000
Volume	984,833	268,620	-716,213	-72.7%	5,406,062

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-270	120-232	120-051
R3	120-172	120-134	120-024
R2	120-074	120-074	120-015
R1	120-036	120-036	120-006	120-055
PP	119-296	119-296	119-296	119-306
S1	119-258	119-258	119-308	119-277
S2	119-198	119-198	119-299
S3	119-100	119-160	119-290
S4	119-002	119-062	119-263

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-214	122-078	120-158
R3	121-241	121-105	120-078
R2	120-268	120-268	120-051
R1	120-132	120-132	120-024	120-200
PP	119-295	119-295	119-295	120-008
S1	119-159	119-159	119-290	119-227
S2	119-002	119-002	119-263
S3	118-029	118-186	119-236
S4	117-056	117-213	119-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-110	119-137	0-293	0.8%	0-140	0.4%	61%	False	False	1,081,212
10	120-110	119-060	1-050	1.0%	0-156	0.4%	69%	False	False	930,422
20	121-165	119-060	2-105	1.9%	0-166	0.4%	34%	False	False	839,594
40	121-165	118-215	2-270	2.4%	0-161	0.4%	46%	False	False	771,428
60	121-165	118-082	3-083	2.7%	0-151	0.4%	53%	False	False	707,714
80	121-165	118-082	3-083	2.7%	0-135	0.4%	53%	False	False	578,356
100	121-165	117-280	3-205	3.0%	0-127	0.3%	58%	False	False	463,021
120	121-165	117-000	4-165	3.8%	0-106	0.3%	66%	False	False	385,856

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-112
2.618	120-272
1.618	120-174
1.000	120-113
0.618	120-076
HIGH	120-015
0.618	119-298
0.500	119-286
0.382	119-274
LOW	119-237
0.618	119-176
1.000	119-139
1.618	119-078
2.618	118-300
4.250	118-140

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	119-307	120-014
PP	119-296	120-008
S1	119-286	120-002

Download as Excel Spreadsheet

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

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