ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	119-010	119-060	0-050	0.1%	118-190
High	119-020	119-160	0-140	0.4%	119-160
Low	119-010	119-060	0-050	0.1%	118-180
Close	119-010	119-100	0-090	0.2%	119-100
Range	0-010	0-100	0-090	900.0%	0-300
ATR
Volume	166	2	-164	-98.8%	638

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-033	119-155
R3	119-307	119-253	119-128
R2	119-207	119-207	119-118
R1	119-153	119-153	119-109	119-180
PP	119-107	119-107	119-107	119-120
S1	119-053	119-053	119-091	119-080
S2	119-007	119-007	119-082
S3	118-227	118-273	119-072
S4	118-127	118-173	119-045

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-300	121-180	119-265
R3	121-000	120-200	119-182
R2	120-020	120-020	119-155
R1	119-220	119-220	119-128	119-280
PP	119-040	119-040	119-040	119-070
S1	118-240	118-240	119-072	118-300
S2	118-060	118-060	119-045
S3	117-080	117-260	119-018
S4	116-100	116-280	118-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-160	118-180	0-300	0.8%	0-050	0.1%	80%	True	False	127
10	119-160	117-220	1-260	1.5%	0-025	0.1%	90%	True	False	188

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	0-001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-265
2.618	120-102
1.618	120-002
1.000	119-260
0.618	119-222
HIGH	119-160
0.618	119-122
0.500	119-110
0.382	119-098
LOW	119-060
0.618	118-318
1.000	118-280
1.618	118-218
2.618	118-118
4.250	117-275

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	119-110	119-095
PP	119-107	119-090
S1	119-103	119-085

Download as Excel Spreadsheet

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

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