ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	118-200	119-050	0-170	0.4%	119-140
High	119-070	119-090	0-020	0.1%	119-140
Low	118-150	118-260	0-110	0.3%	118-260
Close	119-040	118-280	-0-080	-0.2%	119-030
Range	0-240	0-150	-0-090	-37.5%	0-200
ATR	0-126	0-127	0-002	1.4%	0-000
Volume	38,497	54,816	16,319	42.4%	25,997

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-127	120-033	119-042
R3	119-297	119-203	119-001
R2	119-147	119-147	118-308
R1	119-053	119-053	118-294	119-025
PP	118-317	118-317	118-317	118-302
S1	118-223	118-223	118-266	118-195
S2	118-167	118-167	118-252
S3	118-017	118-073	118-239
S4	117-187	117-243	118-198

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%	0-160	0.4%	50%	True	False	24,031
10	120-110	118-150	1-280	1.6%	0-146	0.4%	22%	False	False	13,252
20	120-270	118-150	2-120	2.0%	0-110	0.3%	17%	False	False	6,940

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	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-088
2.618	120-163
1.618	120-013
1.000	119-240
0.618	119-183
HIGH	119-090
0.618	119-033
0.500	119-015
0.382	118-317
LOW	118-260
0.618	118-167
1.000	118-110
1.618	118-017
2.618	117-187
4.250	116-262

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	119-015	118-280
PP	118-317	118-280
S1	118-298	118-280

Download as Excel Spreadsheet

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

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