ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	119-140	119-010	-0-130	-0.3%	120-270
High	119-140	119-050	-0-090	-0.2%	120-270
Low	119-020	118-290	-0-050	-0.1%	119-060
Close	119-060	119-020	-0-040	-0.1%	119-090
Range	0-120	0-080	-0-040	-33.3%	1-210
ATR	0-115	0-113	-0-002	-1.5%	0-000
Volume	2,290	2,935	645	28.2%	5,678

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-253	119-217	119-064
R3	119-173	119-137	119-042
R2	119-093	119-093	119-035
R1	119-057	119-057	119-027	119-075
PP	119-013	119-013	119-013	119-022
S1	118-297	118-297	119-013	118-315
S2	118-253	118-253	119-005
S3	118-173	118-217	118-318
S4	118-093	118-137	118-296

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	120-120	118-290	1-150	1.2%	0-136	0.4%	11%	False	True	1,755
10	120-270	118-290	1-300	1.6%	0-101	0.3%	8%	False	True	1,222
20	120-270	118-290	1-300	1.6%	0-088	0.2%	8%	False	True	798

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	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-070
2.618	119-259
1.618	119-179
1.000	119-130
0.618	119-099
HIGH	119-050
0.618	119-019
0.500	119-010
0.382	119-001
LOW	118-290
0.618	118-241
1.000	118-210
1.618	118-161
2.618	118-081
4.250	117-270

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	119-017	119-175
PP	119-013	119-123
S1	119-010	119-072

Download as Excel Spreadsheet

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

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