ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	118-270	118-260	-0-010	0.0%	119-020
High	119-070	119-020	-0-050	-0.1%	119-090
Low	118-210	118-230	0-020	0.1%	118-150
Close	118-230	119-010	0-100	0.3%	118-230
Range	0-180	0-110	-0-070	-38.9%	0-260
ATR	0-131	0-130	-0-002	-1.2%	0-000
Volume	156,598	143,484	-13,114	-8.4%	260,091

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-310	119-270	119-070
R3	119-200	119-160	119-040
R2	119-090	119-090	119-030
R1	119-050	119-050	119-020	119-070
PP	118-300	118-300	118-300	118-310
S1	118-260	118-260	119-000	118-280
S2	118-190	118-190	118-310
S3	118-080	118-150	118-300
S4	117-290	118-040	118-270

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%	0-180	0.5%	69%	False	False	80,715
10	119-140	118-150	0-310	0.8%	0-138	0.4%	58%	False	False	42,957
20	120-270	118-150	2-120	2.0%	0-117	0.3%	24%	False	False	21,899

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-168
2.618	119-308
1.618	119-198
1.000	119-130
0.618	119-088
HIGH	119-020
0.618	118-298
0.500	118-285
0.382	118-272
LOW	118-230
0.618	118-162
1.000	118-120
1.618	118-052
2.618	117-262
4.250	117-082

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	118-315	119-003
PP	118-300	118-317
S1	118-285	118-310

Download as Excel Spreadsheet

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

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