ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	119-240	119-282	0-042	0.1%	119-040
High	119-290	119-317	0-027	0.1%	119-310
Low	119-240	119-270	0-030	0.1%	119-037
Close	119-257	119-270	0-013	0.0%	119-235
Range	0-050	0-047	-0-003	-6.0%	0-273
ATR	0-129	0-124	-0-005	-3.8%	0-000
Volume	2,058	3,181	1,123	54.6%	27,540

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-107	120-075	119-296
R3	120-060	120-028	119-283
R2	120-013	120-013	119-279
R1	119-301	119-301	119-274	119-294
PP	119-286	119-286	119-286	119-282
S1	119-254	119-254	119-266	119-246
S2	119-239	119-239	119-261
S3	119-192	119-207	119-257
S4	119-145	119-160	119-244

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	119-317	119-130	0-187	0.5%	0-077	0.2%	75%	True	False	1,830
10	120-015	119-032	0-303	0.8%	0-104	0.3%	79%	False	False	9,353
20	120-110	119-032	1-078	1.0%	0-126	0.3%	60%	False	False	408,104
40	121-165	119-032	2-133	2.0%	0-143	0.4%	31%	False	False	562,527
60	121-165	118-082	3-083	2.7%	0-141	0.4%	49%	False	False	562,270
80	121-165	118-082	3-083	2.7%	0-138	0.4%	49%	False	False	579,821
100	121-165	118-082	3-083	2.7%	0-127	0.3%	49%	False	False	464,749
120	121-165	117-080	4-085	3.6%	0-116	0.3%	61%	False	False	387,460

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	120-197
2.618	120-120
1.618	120-073
1.000	120-044
0.618	120-026
HIGH	119-317
0.618	119-299
0.500	119-294
0.382	119-288
LOW	119-270
0.618	119-241
1.000	119-223
1.618	119-194
2.618	119-147
4.250	119-070

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	119-294	119-261
PP	119-286	119-252
S1	119-278	119-244

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

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