ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	118-260	119-020	0-080	0.2%	119-020
High	119-020	119-170	0-150	0.4%	119-090
Low	118-230	118-240	0-010	0.0%	118-150
Close	119-010	119-160	0-150	0.4%	118-230
Range	0-110	0-250	0-140	127.3%	0-260
ATR	0-130	0-138	0-009	6.6%	0-000
Volume	143,484	730,762	587,278	409.3%	260,091

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-193	121-107	119-298
R3	120-263	120-177	119-229
R2	120-013	120-013	119-206
R1	119-247	119-247	119-183	119-290
PP	119-083	119-083	119-083	119-105
S1	118-317	118-317	119-137	119-040
S2	118-153	118-153	119-114
S3	117-223	118-067	119-091
S4	116-293	117-137	119-022

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	119-170	118-150	1-020	0.9%	0-186	0.5%	97%	True	False	224,831
10	119-170	118-150	1-020	0.9%	0-151	0.4%	97%	True	False	115,804
20	120-270	118-150	2-120	2.0%	0-128	0.3%	43%	False	False	58,427
40	120-270	117-220	3-050	2.6%	0-086	0.2%	57%	False	False	29,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	122-272
2.618	121-184
1.618	120-254
1.000	120-100
0.618	120-004
HIGH	119-170
0.618	119-074
0.500	119-045
0.382	119-016
LOW	118-240
0.618	118-086
1.000	117-310
1.618	117-156
2.618	116-226
4.250	115-138

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	119-122	119-117
PP	119-083	119-073
S1	119-045	119-030

Download as Excel Spreadsheet

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

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