ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	120-270	120-200	-0-070	-0.2%	119-290
High	120-270	120-200	-0-070	-0.2%	120-270
Low	120-200	120-090	-0-110	-0.3%	119-270
Close	120-240	120-090	-0-150	-0.4%	120-240
Range	0-070	0-110	0-040	57.1%	1-000
ATR	0-098	0-102	0-004	3.8%	0-000
Volume	435	1,691	1,256	288.7%	2,731

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-137	121-063	120-150
R3	121-027	120-273	120-120
R2	120-237	120-237	120-110
R1	120-163	120-163	120-100	120-145
PP	120-127	120-127	120-127	120-118
S1	120-053	120-053	120-080	120-035
S2	120-017	120-017	120-070
S3	119-227	119-263	120-060
S4	119-117	119-153	120-030

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	120-060	0-210	0.5%	0-066	0.2%	14%	False	False	689
10	120-270	119-190	1-080	1.0%	0-073	0.2%	55%	False	False	637
20	120-270	119-000	1-270	1.5%	0-066	0.2%	69%	False	False	382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-028
2.618	121-168
1.618	121-058
1.000	120-310
0.618	120-268
HIGH	120-200
0.618	120-158
0.500	120-145
0.382	120-132
LOW	120-090
0.618	120-022
1.000	119-300
1.618	119-232
2.618	119-122
4.250	118-262

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	120-145	120-180
PP	120-127	120-150
S1	120-108	120-120

Download as Excel Spreadsheet

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

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