ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	119-152	119-150	-0-002	0.0%	119-020
High	119-175	119-207	0-032	0.1%	119-090
Low	119-107	119-015	-0-092	-0.2%	118-150
Close	119-145	119-050	-0-095	-0.2%	118-230
Range	0-068	0-192	0-124	182.4%	0-260
ATR	0-133	0-137	0-004	3.2%	0-000
Volume	1,063,725	949,127	-114,598	-10.8%	260,091

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-027	120-230	119-156
R3	120-155	120-038	119-103
R2	119-283	119-283	119-085
R1	119-166	119-166	119-068	119-128
PP	119-091	119-091	119-091	119-072
S1	118-294	118-294	119-032	118-256
S2	118-219	118-219	119-015
S3	118-027	118-102	118-317
S4	117-155	117-230	118-264

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	119-207	118-210	0-317	0.8%	0-160	0.4%	50%	True	False	608,739
10	119-207	118-150	1-057	1.0%	0-160	0.4%	58%	True	False	316,385
20	120-270	118-150	2-120	2.0%	0-134	0.4%	29%	False	False	158,980
40	120-270	118-020	2-250	2.3%	0-092	0.2%	39%	False	False	79,634

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-063
2.618	121-070
1.618	120-198
1.000	120-079
0.618	120-006
HIGH	119-207
0.618	119-134
0.500	119-111
0.382	119-088
LOW	119-015
0.618	118-216
1.000	118-143
1.618	118-024
2.618	117-152
4.250	116-159

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	119-111	119-064
PP	119-091	119-059
S1	119-070	119-054

Download as Excel Spreadsheet

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

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