ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	120-060	120-080	0-020	0.1%	118-190
High	120-090	120-170	0-080	0.2%	119-160
Low	120-010	120-080	0-070	0.2%	118-180
Close	120-040	120-170	0-130	0.3%	119-100
Range	0-080	0-090	0-010	12.5%	0-300
ATR	0-077	0-081	0-004	4.9%	0-000
Volume	1	20	19	1,900.0%	638

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-090	121-060	120-220
R3	121-000	120-290	120-195
R2	120-230	120-230	120-186
R1	120-200	120-200	120-178	120-215
PP	120-140	120-140	120-140	120-148
S1	120-110	120-110	120-162	120-125
S2	120-050	120-050	120-154
S3	119-280	120-020	120-145
S4	119-190	119-250	120-120

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	120-170	119-060	1-110	1.1%	0-056	0.1%	100%	True	False	17
10	120-170	118-120	2-050	1.8%	0-043	0.1%	100%	True	False	97

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-232
2.618	121-086
1.618	120-316
1.000	120-260
0.618	120-226
HIGH	120-170
0.618	120-136
0.500	120-125
0.382	120-114
LOW	120-080
0.618	120-024
1.000	119-310
1.618	119-254
2.618	119-164
4.250	119-018

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	120-155	120-130
PP	120-140	120-090
S1	120-125	120-050

Download as Excel Spreadsheet

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

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