ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	119-035	119-102	0-067	0.2%	118-260
High	119-110	119-107	-0-003	0.0%	119-207
Low	119-002	118-282	-0-040	-0.1%	118-230
Close	119-090	118-292	-0-118	-0.3%	119-090
Range	0-108	0-145	0-037	34.3%	0-297
ATR	0-135	0-136	0-001	0.5%	0-000
Volume	868,622	620,555	-248,067	-28.6%	3,755,720

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-129	120-035	119-052
R3	119-304	119-210	119-012
R2	119-159	119-159	118-319
R1	119-065	119-065	118-305	119-040
PP	119-014	119-014	119-014	119-001
S1	118-240	118-240	118-279	118-214
S2	118-189	118-189	118-265
S3	118-044	118-095	118-252
S4	117-219	117-270	118-212

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-182	119-253
R3	121-023	120-205	119-172
R2	120-046	120-046	119-144
R1	119-228	119-228	119-117	119-297
PP	119-069	119-069	119-069	119-104
S1	118-251	118-251	119-063	119-000
S2	118-092	118-092	119-036
S3	117-115	117-274	119-008
S4	116-138	116-297	118-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-207	118-240	0-287	0.8%	0-153	0.4%	18%	False	False	846,558
10	119-207	118-150	1-057	1.0%	0-166	0.4%	38%	False	False	463,636
20	120-270	118-150	2-120	2.0%	0-140	0.4%	19%	False	False	233,402
40	120-270	118-120	2-150	2.1%	0-099	0.3%	22%	False	False	116,851

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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-083
2.618	120-167
1.618	120-022
1.000	119-252
0.618	119-197
HIGH	119-107
0.618	119-052
0.500	119-034
0.382	119-017
LOW	118-282
0.618	118-192
1.000	118-137
1.618	118-047
2.618	117-222
4.250	116-306

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	119-034	119-084
PP	119-014	119-047
S1	118-313	119-010

Download as Excel Spreadsheet

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

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