ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	119-020	118-200	-0-140	-0.4%	119-140
High	119-060	119-070	0-010	0.0%	119-140
Low	118-160	118-150	-0-010	0.0%	118-260
Close	118-190	119-040	0-170	0.4%	119-030
Range	0-220	0-240	0-020	9.1%	0-200
ATR	0-117	0-126	0-009	7.5%	0-000
Volume	10,180	38,497	28,317	278.2%	25,997

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-060	120-290	119-172
R3	120-140	120-050	119-106
R2	119-220	119-220	119-084
R1	119-130	119-130	119-062	119-175
PP	118-300	118-300	118-300	119-002
S1	118-210	118-210	119-018	118-255
S2	118-060	118-060	118-316
S3	117-140	117-290	118-294
S4	116-220	117-050	118-228

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-213	119-140
R3	120-117	120-013	119-085
R2	119-237	119-237	119-067
R1	119-133	119-133	119-048	119-085
PP	119-037	119-037	119-037	119-012
S1	118-253	118-253	119-012	118-205
S2	118-157	118-157	118-313
S3	117-277	118-053	118-295
S4	117-077	117-173	118-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-090	118-150	0-260	0.7%	0-148	0.4%	81%	False	True	13,889
10	120-120	118-150	1-290	1.6%	0-142	0.4%	34%	False	True	7,822
20	120-270	118-150	2-120	2.0%	0-108	0.3%	28%	False	True	4,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-130
2.618	121-058
1.618	120-138
1.000	119-310
0.618	119-218
HIGH	119-070
0.618	118-298
0.500	118-270
0.382	118-242
LOW	118-150
0.618	118-002
1.000	117-230
1.618	117-082
2.618	116-162
4.250	115-090

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	119-010	119-010
PP	118-300	118-300
S1	118-270	118-270

Download as Excel Spreadsheet

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

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