ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	120-140	120-090	-0-050	-0.1%	120-110
High	120-160	120-110	-0-050	-0.1%	120-120
Low	120-140	120-060	-0-080	-0.2%	119-190
Close	120-140	120-090	-0-050	-0.1%	120-000
Range	0-020	0-050	0-030	150.0%	0-250
ATR	0-095	0-094	-0-001	-1.1%	0-000
Volume	578	135	-443	-76.6%	2,055

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-237	120-213	120-118
R3	120-187	120-163	120-104
R2	120-137	120-137	120-099
R1	120-113	120-113	120-095	120-115
PP	120-087	120-087	120-087	120-088
S1	120-063	120-063	120-085	120-065
S2	120-037	120-037	120-081
S3	119-307	120-013	120-076
S4	119-257	119-283	120-062

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	120-160	119-270	0-210	0.5%	0-052	0.1%	67%	False	False	443
10	120-170	119-190	0-300	0.8%	0-073	0.2%	73%	False	False	446
20	120-170	118-070	2-100	1.9%	0-054	0.1%	89%	False	False	283

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-002
2.618	120-241
1.618	120-191
1.000	120-160
0.618	120-141
HIGH	120-110
0.618	120-091
0.500	120-085
0.382	120-079
LOW	120-060
0.618	120-029
1.000	120-010
1.618	119-299
2.618	119-249
4.250	119-168

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	120-088	120-083
PP	120-087	120-077
S1	120-085	120-070

Download as Excel Spreadsheet

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

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