ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	119-167	119-212	0-045	0.1%	119-165
High	119-215	119-255	0-040	0.1%	120-110
Low	119-150	119-175	0-025	0.1%	119-137
Close	119-190	119-237	0-047	0.1%	119-317
Range	0-065	0-080	0-015	23.1%	0-293
ATR	0-144	0-139	-0-005	-3.2%	0-000
Volume	25,793	14,935	-10,858	-42.1%	5,406,062

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-142	120-110	119-281
R3	120-062	120-030	119-259
R2	119-302	119-302	119-252
R1	119-270	119-270	119-244	119-286
PP	119-222	119-222	119-222	119-230
S1	119-190	119-190	119-230	119-206
S2	119-142	119-142	119-222
S3	119-062	119-110	119-215
S4	118-302	119-030	119-193

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	120-015	119-147	0-188	0.5%	0-091	0.2%	48%	False	False	81,756
10	120-110	119-122	0-308	0.8%	0-123	0.3%	37%	False	False	634,411
20	121-067	119-060	2-007	1.7%	0-150	0.4%	27%	False	False	700,648
40	121-165	119-060	2-105	1.9%	0-155	0.4%	24%	False	False	720,086
60	121-165	118-082	3-083	2.7%	0-149	0.4%	46%	False	False	663,231
80	121-165	118-082	3-083	2.7%	0-136	0.4%	46%	False	False	580,012
100	121-165	118-082	3-083	2.7%	0-128	0.3%	46%	False	False	464,407
120	121-165	117-000	4-165	3.8%	0-109	0.3%	61%	False	False	387,022

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-275
2.618	120-144
1.618	120-064
1.000	120-015
0.618	119-304
HIGH	119-255
0.618	119-224
0.500	119-215
0.382	119-206
LOW	119-175
0.618	119-126
1.000	119-095
1.618	119-046
2.618	118-286
4.250	118-155

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	119-230	119-225
PP	119-222	119-213
S1	119-215	119-201

Download as Excel Spreadsheet

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

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