ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	119-207	119-240	0-033	0.1%	119-040
High	119-250	119-290	0-040	0.1%	119-310
Low	119-170	119-240	0-070	0.2%	119-037
Close	119-235	119-257	0-022	0.1%	119-235
Range	0-080	0-050	-0-030	-37.5%	0-273
ATR	0-135	0-129	-0-006	-4.2%	0-000
Volume	1,776	2,058	282	15.9%	27,540

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-092	120-065	119-284
R3	120-042	120-015	119-271
R2	119-312	119-312	119-266
R1	119-285	119-285	119-262	119-298
PP	119-262	119-262	119-262	119-269
S1	119-235	119-235	119-252	119-248
S2	119-212	119-212	119-248
S3	119-162	119-185	119-243
S4	119-112	119-135	119-230

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	119-115	0-195	0.5%	0-091	0.2%	73%	False	False	3,989
10	120-015	119-032	0-303	0.8%	0-107	0.3%	74%	False	False	13,378
20	120-110	119-032	1-078	1.0%	0-135	0.4%	57%	False	False	449,521
40	121-165	119-032	2-133	2.0%	0-148	0.4%	29%	False	False	584,090
60	121-165	118-082	3-083	2.7%	0-144	0.4%	47%	False	False	579,657
80	121-165	118-082	3-083	2.7%	0-138	0.4%	47%	False	False	579,908
100	121-165	118-082	3-083	2.7%	0-127	0.3%	47%	False	False	464,769
120	121-165	117-080	4-085	3.6%	0-116	0.3%	60%	False	False	387,434

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-023
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	120-182
2.618	120-101
1.618	120-051
1.000	120-020
0.618	120-001
HIGH	119-290
0.618	119-271
0.500	119-265
0.382	119-259
LOW	119-240
0.618	119-209
1.000	119-190
1.618	119-159
2.618	119-109
4.250	119-028

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	119-265	119-251
PP	119-262	119-246
S1	119-260	119-240

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

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