ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	120-030	120-110	0-080	0.2%	119-290
High	120-120	120-110	-0-010	0.0%	120-270
Low	120-010	120-060	0-050	0.1%	119-270
Close	120-070	120-060	-0-010	0.0%	120-240
Range	0-110	0-050	-0-060	-54.5%	1-000
ATR	0-102	0-099	-0-004	-3.7%	0-000
Volume	521	2,366	1,845	354.1%	2,731

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-227	120-193	120-088
R3	120-177	120-143	120-074
R2	120-127	120-127	120-069
R1	120-093	120-093	120-065	120-085
PP	120-077	120-077	120-077	120-072
S1	120-043	120-043	120-055	120-035
S2	120-027	120-027	120-051
S3	119-297	119-313	120-046
S4	119-247	119-263	120-032

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	120-010	0-260	0.7%	0-084	0.2%	19%	False	False	1,124
10	120-270	119-270	1-000	0.8%	0-068	0.2%	34%	False	False	783
20	120-270	119-010	1-260	1.5%	0-068	0.2%	64%	False	False	515

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 5 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 05-Feb-2015
Pivot	1 day	3 day
R1	120-085	120-105
PP	120-077	120-090
S1	120-068	120-075

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols