ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	119-020	119-152	0-132	0.3%	119-020
High	119-170	119-175	0-005	0.0%	119-090
Low	118-240	119-107	0-187	0.5%	118-150
Close	119-160	119-145	-0-015	0.0%	118-230
Range	0-250	0-068	-0-182	-72.8%	0-260
ATR	0-138	0-133	-0-005	-3.6%	0-000
Volume	730,762	1,063,725	332,963	45.6%	260,091

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-026	119-314	119-182
R3	119-278	119-246	119-164
R2	119-210	119-210	119-157
R1	119-178	119-178	119-151	119-160
PP	119-142	119-142	119-142	119-134
S1	119-110	119-110	119-139	119-092
S2	119-074	119-074	119-133
S3	119-006	119-042	119-126
S4	118-258	118-294	119-108

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	119-175	118-210	0-285	0.7%	0-152	0.4%	89%	True	False	429,877
10	119-175	118-150	1-025	0.9%	0-150	0.4%	91%	True	False	221,883
20	120-270	118-150	2-120	2.0%	0-125	0.3%	41%	False	False	111,552
40	120-270	117-300	2-290	2.4%	0-088	0.2%	52%	False	False	55,912

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-042
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-144
2.618	120-033
1.618	119-285
1.000	119-243
0.618	119-217
HIGH	119-175
0.618	119-149
0.500	119-141
0.382	119-133
LOW	119-107
0.618	119-065
1.000	119-039
1.618	118-317
2.618	118-249
4.250	118-138

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	119-144	119-111
PP	119-142	119-077
S1	119-141	119-042

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

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