ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	119-205	119-207	0-002	0.0%	119-040
High	119-310	119-250	-0-060	-0.2%	119-310
Low	119-182	119-170	-0-012	0.0%	119-037
Close	119-232	119-235	0-003	0.0%	119-235
Range	0-128	0-080	-0-048	-37.5%	0-273
ATR	0-139	0-135	-0-004	-3.0%	0-000
Volume	1,069	1,776	707	66.1%	27,540

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-138	120-107	119-279
R3	120-058	120-027	119-257
R2	119-298	119-298	119-250
R1	119-267	119-267	119-242	119-282
PP	119-218	119-218	119-218	119-226
S1	119-187	119-187	119-228	119-202
S2	119-138	119-138	119-220
S3	119-058	119-107	119-213
S4	118-298	119-027	119-191

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-053	121-257	120-065
R3	121-100	120-304	119-310
R2	120-147	120-147	119-285
R1	120-031	120-031	119-260	120-089
PP	119-194	119-194	119-194	119-223
S1	119-078	119-078	119-210	119-136
S2	118-241	118-241	119-185
S3	117-288	118-125	119-160
S4	117-015	117-172	119-085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-310	119-037	0-273	0.7%	0-099	0.3%	73%	False	False	5,508
10	120-015	119-032	0-303	0.8%	0-116	0.3%	67%	False	False	18,773
20	120-110	119-032	1-078	1.0%	0-136	0.4%	51%	False	False	474,598
40	121-165	119-032	2-133	2.0%	0-155	0.4%	26%	False	False	607,316
60	121-165	118-082	3-083	2.7%	0-147	0.4%	45%	False	False	592,984
80	121-165	118-082	3-083	2.7%	0-139	0.4%	45%	False	False	580,020
100	121-165	118-082	3-083	2.7%	0-128	0.3%	45%	False	False	464,766
120	121-165	117-080	4-085	3.6%	0-115	0.3%	58%	False	False	387,417

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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-270
2.618	120-139
1.618	120-059
1.000	120-010
0.618	119-299
HIGH	119-250
0.618	119-219
0.500	119-210
0.382	119-201
LOW	119-170
0.618	119-121
1.000	119-090
1.618	119-041
2.618	118-281
4.250	118-150

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	119-227	119-230
PP	119-218	119-225
S1	119-210	119-220

Download as Excel Spreadsheet

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

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