ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 06-Feb-2015

Day Change Summary
	Previous	Current
	05-Feb-2015	06-Feb-2015	Change	Change %	Previous Week
Open	120-110	120-060	-0-050	-0.1%	120-270
High	120-110	120-060	-0-050	-0.1%	120-270
Low	120-060	119-060	-1-000	-0.8%	119-060
Close	120-060	119-090	-0-290	-0.8%	119-090
Range	0-050	1-000	0-270	540.0%	1-210
ATR	0-099	0-114	0-016	16.0%	0-000
Volume	2,366	665	-1,701	-71.9%	5,678

Daily Pivots for day following 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-177	121-293	119-266
R3	121-177	120-293	119-178
R2	120-177	120-177	119-149
R1	119-293	119-293	119-119	119-235
PP	119-177	119-177	119-177	119-148
S1	118-293	118-293	119-061	118-235
S2	118-177	118-177	119-031
S3	117-177	117-293	119-002
S4	116-177	116-293	118-234

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-237	123-213	120-062
R3	123-027	122-003	119-236
R2	121-137	121-137	119-187
R1	120-113	120-113	119-139	120-020
PP	119-247	119-247	119-247	119-200
S1	118-223	118-223	119-041	118-130
S2	118-037	118-037	118-313
S3	116-147	117-013	118-264
S4	114-257	115-123	118-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-270	119-060	1-210	1.4%	0-132	0.3%	6%	False	True	1,135
10	120-270	119-060	1-210	1.4%	0-096	0.3%	6%	False	True	840
20	120-270	119-060	1-210	1.4%	0-083	0.2%	6%	False	True	540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	122-258
1.618	121-258
1.000	121-060
0.618	120-258
HIGH	120-060
0.618	119-258
0.500	119-220
0.382	119-182
LOW	119-060
0.618	118-182
1.000	118-060
1.618	117-182
2.618	116-182
4.250	114-300

Fisher Pivots for day following 06-Feb-2015
Pivot	1 day	3 day
R1	119-220	119-250
PP	119-177	119-197
S1	119-133	119-143

Download as Excel Spreadsheet

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

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