ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	120-050	119-250	-0-120	-0.3%	119-200
High	120-070	119-310	-0-080	-0.2%	120-170
Low	119-300	119-190	-0-110	-0.3%	119-200
Close	119-300	119-230	-0-070	-0.2%	120-060
Range	0-090	0-120	0-030	33.3%	0-290
ATR	0-084	0-086	0-003	3.1%	0-000
Volume	610	819	209	34.3%	351

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-283	120-217	119-296
R3	120-163	120-097	119-263
R2	120-043	120-043	119-252
R1	119-297	119-297	119-241	119-270
PP	119-243	119-243	119-243	119-230
S1	119-177	119-177	119-219	119-150
S2	119-123	119-123	119-208
S3	119-003	119-057	119-197
S4	118-203	118-257	119-164

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-267	122-133	120-220
R3	121-297	121-163	120-140
R2	121-007	121-007	120-113
R1	120-193	120-193	120-087	120-260
PP	120-037	120-037	120-037	120-070
S1	119-223	119-223	120-033	119-290
S2	119-067	119-067	120-007
S3	118-097	118-253	119-300
S4	117-127	117-283	119-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-170	119-190	0-300	0.8%	0-094	0.2%	13%	False	True	449
10	120-170	119-010	1-160	1.3%	0-067	0.2%	46%	False	False	248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	121-180
2.618	120-304
1.618	120-184
1.000	120-110
0.618	120-064
HIGH	119-310
0.618	119-264
0.500	119-250
0.382	119-236
LOW	119-190
0.618	119-116
1.000	119-070
1.618	118-316
2.618	118-196
4.250	118-000

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	119-250	119-315
PP	119-243	119-287
S1	119-237	119-258

Download as Excel Spreadsheet

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

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