ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	119-050	118-270	-0-100	-0.3%	119-020
High	119-090	119-070	-0-020	-0.1%	119-090
Low	118-260	118-210	-0-050	-0.1%	118-150
Close	118-280	118-230	-0-050	-0.1%	118-230
Range	0-150	0-180	0-030	20.0%	0-260
ATR	0-127	0-131	0-004	3.0%	0-000
Volume	54,816	156,598	101,782	185.7%	260,091

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-177	120-063	119-009
R3	119-317	119-203	118-280
R2	119-137	119-137	118-263
R1	119-023	119-023	118-246	118-310
PP	118-277	118-277	118-277	118-260
S1	118-163	118-163	118-214	118-130
S2	118-097	118-097	118-197
S3	117-237	117-303	118-180
S4	117-057	117-123	118-131

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-083	120-257	119-053
R3	120-143	119-317	118-302
R2	119-203	119-203	118-278
R1	119-057	119-057	118-254	119-000
PP	118-263	118-263	118-263	118-235
S1	118-117	118-117	118-206	118-060
S2	118-003	118-003	118-182
S3	117-063	117-177	118-158
S4	116-123	116-237	118-087

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%	0-166	0.4%	31%	False	False	53,556
10	120-060	118-150	1-230	1.4%	0-159	0.4%	15%	False	False	28,675
20	120-270	118-150	2-120	2.0%	0-114	0.3%	11%	False	False	14,729

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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-195
2.618	120-221
1.618	120-041
1.000	119-250
0.618	119-181
HIGH	119-070
0.618	119-001
0.500	118-300
0.382	118-279
LOW	118-210
0.618	118-099
1.000	118-030
1.618	117-239
2.618	117-059
4.250	116-085

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	118-300	118-280
PP	118-277	118-263
S1	118-253	118-247

Download as Excel Spreadsheet

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

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