ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	119-212	119-235	0-023	0.1%	119-317
High	119-255	120-015	0-080	0.2%	120-015
Low	119-175	119-032	-0-143	-0.4%	119-032
Close	119-237	119-055	-0-182	-0.5%	119-055
Range	0-080	0-303	0-223	278.8%	0-303
ATR	0-139	0-151	0-012	8.4%	0-000
Volume	14,935	20,032	5,097	34.1%	160,192

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-090	121-215	119-222
R3	121-107	120-232	119-138
R2	120-124	120-124	119-111
R1	119-249	119-249	119-083	119-195
PP	119-141	119-141	119-141	119-114
S1	118-266	118-266	119-027	118-212
S2	118-158	118-158	118-319
S3	117-175	117-283	118-292
S4	116-192	116-300	118-208

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-090	121-215	119-222
R3	121-107	120-232	119-138
R2	120-124	120-124	119-111
R1	119-249	119-249	119-083	119-195
PP	119-141	119-141	119-141	119-114
S1	118-266	118-266	119-027	118-212
S2	118-158	118-158	118-319
S3	117-175	117-283	118-292
S4	116-192	116-300	118-208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	119-032	0-303	0.8%	0-132	0.3%	8%	True	True	32,038
10	120-110	119-032	1-078	1.0%	0-136	0.4%	6%	False	True	556,625
20	121-040	119-032	2-008	1.7%	0-157	0.4%	4%	False	True	672,789
40	121-165	119-032	2-133	2.0%	0-160	0.4%	3%	False	True	699,196
60	121-165	118-082	3-083	2.7%	0-152	0.4%	28%	False	False	653,486
80	121-165	118-082	3-083	2.7%	0-137	0.4%	28%	False	False	580,136
100	121-165	118-082	3-083	2.7%	0-130	0.3%	28%	False	False	464,585
120	121-165	117-000	4-165	3.8%	0-111	0.3%	48%	False	False	387,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	124-023
2.618	122-168
1.618	121-185
1.000	120-318
0.618	120-202
HIGH	120-015
0.618	119-219
0.500	119-184
0.382	119-148
LOW	119-032
0.618	118-165
1.000	118-049
1.618	117-182
2.618	116-199
4.250	115-024

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	119-184	119-184
PP	119-141	119-141
S1	119-098	119-098

Download as Excel Spreadsheet

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

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