ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	119-250	120-000	0-070	0.2%	120-110
High	119-310	120-010	0-020	0.1%	120-120
Low	119-190	119-290	0-100	0.3%	119-190
Close	119-230	120-000	0-090	0.2%	120-000
Range	0-120	0-040	-0-080	-66.7%	0-250
ATR	0-086	0-087	0-001	1.1%	0-000
Volume	819	92	-727	-88.8%	2,055

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-113	120-097	120-022
R3	120-073	120-057	120-011
R2	120-033	120-033	120-007
R1	120-017	120-017	120-004	120-020
PP	119-313	119-313	119-313	119-315
S1	119-297	119-297	119-316	119-300
S2	119-273	119-273	119-313
S3	119-233	119-257	119-309
S4	119-193	119-217	119-298

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-107	121-303	120-138
R3	121-177	121-053	120-069
R2	120-247	120-247	120-046
R1	120-123	120-123	120-023	120-060
PP	119-317	119-317	119-317	119-285
S1	119-193	119-193	119-297	119-130
S2	119-067	119-067	119-274
S3	118-137	118-263	119-251
S4	117-207	118-013	119-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-140	119-190	0-270	0.7%	0-084	0.2%	48%	False	False	463
10	120-170	119-060	1-110	1.1%	0-070	0.2%	60%	False	False	240

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	0-013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-180
2.618	120-115
1.618	120-075
1.000	120-050
0.618	120-035
HIGH	120-010
0.618	119-315
0.500	119-310
0.382	119-305
LOW	119-290
0.618	119-265
1.000	119-250
1.618	119-225
2.618	119-185
4.250	119-120

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	119-317	119-310
PP	119-313	119-300
S1	119-310	119-290

Download as Excel Spreadsheet

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

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