ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	120-240	120-270	0-030	0.1%	119-290
High	120-270	120-270	0-000	0.0%	120-270
Low	120-190	120-200	0-010	0.0%	119-270
Close	120-240	120-240	0-000	0.0%	120-240
Range	0-080	0-070	-0-010	-12.5%	1-000
ATR	0-100	0-098	-0-002	-2.2%	0-000
Volume	607	435	-172	-28.3%	2,731

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-127	121-093	120-278
R3	121-057	121-023	120-259
R2	120-307	120-307	120-253
R1	120-273	120-273	120-246	120-255
PP	120-237	120-237	120-237	120-228
S1	120-203	120-203	120-234	120-185
S2	120-167	120-167	120-227
S3	120-097	120-133	120-221
S4	120-027	120-063	120-202

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-153	123-037	121-096
R3	122-153	122-037	121-008
R2	121-153	121-153	120-299
R1	121-037	121-037	120-269	121-095
PP	120-153	120-153	120-153	120-182
S1	120-037	120-037	120-211	120-095
S2	119-153	119-153	120-181
S3	118-153	119-037	120-152
S4	117-153	118-037	120-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-270	119-300	0-290	0.8%	0-066	0.2%	90%	True	False	596
10	120-270	119-190	1-080	1.0%	0-070	0.2%	93%	True	False	522
20	120-270	118-180	2-090	1.9%	0-061	0.2%	96%	True	False	310

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-248
2.618	121-133
1.618	121-063
1.000	121-020
0.618	120-313
HIGH	120-270
0.618	120-243
0.500	120-235
0.382	120-227
LOW	120-200
0.618	120-157
1.000	120-130
1.618	120-087
2.618	120-017
4.250	119-222

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	120-238	120-215
PP	120-237	120-190
S1	120-235	120-165

Download as Excel Spreadsheet

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

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