ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	119-010	119-040	0-030	0.1%	120-270
High	119-050	119-050	0-000	0.0%	120-270
Low	118-290	118-280	-0-010	0.0%	119-060
Close	119-020	119-020	0-000	0.0%	119-090
Range	0-080	0-090	0-010	12.5%	1-210
ATR	0-113	0-111	-0-002	-1.5%	0-000
Volume	2,935	4,106	1,171	39.9%	5,678

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-280	119-240	119-070
R3	119-190	119-150	119-045
R2	119-100	119-100	119-036
R1	119-060	119-060	119-028	119-035
PP	119-010	119-010	119-010	118-318
S1	118-290	118-290	119-012	118-265
S2	118-240	118-240	119-004
S3	118-150	118-200	118-315
S4	118-060	118-110	118-290

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	120-110	118-280	1-150	1.2%	0-132	0.3%	13%	False	True	2,472
10	120-270	118-280	1-310	1.7%	0-108	0.3%	10%	False	True	1,575
20	120-270	118-280	1-310	1.7%	0-092	0.2%	10%	False	True	1,004

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-112
2.618	119-286
1.618	119-196
1.000	119-140
0.618	119-106
HIGH	119-050
0.618	119-016
0.500	119-005
0.382	118-314
LOW	118-280
0.618	118-224
1.000	118-190
1.618	118-134
2.618	118-044
4.250	117-218

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	119-015	119-050
PP	119-010	119-040
S1	119-005	119-030

Download as Excel Spreadsheet

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

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