ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 10-Mar-2015

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	119-040	119-115	0-075	0.2%	119-317
High	119-130	119-230	0-100	0.3%	120-015
Low	119-037	119-115	0-078	0.2%	119-032
Close	119-120	119-182	0-062	0.2%	119-055
Range	0-093	0-115	0-022	23.7%	0-303
ATR	0-147	0-145	-0-002	-1.6%	0-000
Volume	9,649	13,977	4,328	44.9%	160,192

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-201	120-146	119-245
R3	120-086	120-031	119-214
R2	119-291	119-291	119-203
R1	119-236	119-236	119-193	119-264
PP	119-176	119-176	119-176	119-189
S1	119-121	119-121	119-171	119-148
S2	119-061	119-061	119-161
S3	118-266	119-006	119-150
S4	118-151	118-211	119-119

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%	0-131	0.3%	50%	False	False	16,877
10	120-110	119-032	1-078	1.0%	0-122	0.3%	38%	False	False	279,988
20	120-110	119-032	1-078	1.0%	0-139	0.4%	38%	False	False	574,865
40	121-165	119-032	2-133	2.0%	0-159	0.4%	19%	False	False	663,353
60	121-165	118-082	3-083	2.7%	0-151	0.4%	40%	False	False	631,896
80	121-165	118-082	3-083	2.7%	0-138	0.4%	40%	False	False	580,210
100	121-165	118-082	3-083	2.7%	0-132	0.3%	40%	False	False	464,809
120	121-165	117-000	4-165	3.8%	0-113	0.3%	57%	False	False	387,385

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-079
2.618	120-211
1.618	120-096
1.000	120-025
0.618	119-301
HIGH	119-230
0.618	119-186
0.500	119-172
0.382	119-159
LOW	119-115
0.618	119-044
1.000	119-000
1.618	118-249
2.618	118-134
4.250	117-266

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	119-179	119-184
PP	119-176	119-183
S1	119-172	119-182

Download as Excel Spreadsheet

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

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