ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	119-317	119-212	-0-105	-0.3%	119-165
High	120-012	119-227	-0-105	-0.3%	120-110
Low	119-200	119-147	-0-053	-0.1%	119-137
Close	119-210	119-152	-0-058	-0.2%	119-317
Range	0-132	0-080	-0-052	-39.4%	0-293
ATR	0-155	0-150	-0-005	-3.5%	0-000
Volume	56,007	43,425	-12,582	-22.5%	5,406,062

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-095	120-044	119-196
R3	120-015	119-284	119-174
R2	119-255	119-255	119-167
R1	119-204	119-204	119-159	119-190
PP	119-175	119-175	119-175	119-168
S1	119-124	119-124	119-145	119-110
S2	119-095	119-095	119-137
S3	119-015	119-044	119-130
S4	118-255	118-284	119-108

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	119-147	0-283	0.7%	0-113	0.3%	2%	False	True	543,099
10	120-110	119-060	1-050	1.0%	0-148	0.4%	25%	False	False	806,854
20	121-142	119-060	2-082	1.9%	0-161	0.4%	13%	False	False	769,051
40	121-165	119-000	2-165	2.1%	0-161	0.4%	19%	False	False	756,731
60	121-165	118-082	3-083	2.7%	0-152	0.4%	37%	False	False	689,075
80	121-165	118-082	3-083	2.7%	0-135	0.4%	37%	False	False	579,553
100	121-165	118-050	3-115	2.8%	0-129	0.3%	39%	False	False	464,015
120	121-165	117-000	4-165	3.8%	0-108	0.3%	55%	False	False	386,684

Crabel Price Patterns
NR	True
NR4	True
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	0-043
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-247
2.618	120-116
1.618	120-036
1.000	119-307
0.618	119-276
HIGH	119-227
0.618	119-196
0.500	119-187
0.382	119-178
LOW	119-147
0.618	119-098
1.000	119-067
1.618	119-018
2.618	118-258
4.250	118-127

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	119-187	119-241
PP	119-175	119-211
S1	119-164	119-182

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

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