ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	119-102	118-297	-0-125	-0.3%	118-260
High	119-107	118-315	-0-112	-0.3%	119-207
Low	118-282	118-227	-0-055	-0.1%	118-230
Close	118-292	118-232	-0-060	-0.2%	119-090
Range	0-145	0-088	-0-057	-39.3%	0-297
ATR	0-136	0-133	-0-003	-2.5%	0-000
Volume	620,555	658,614	38,059	6.1%	3,755,720

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-202	119-145	118-280
R3	119-114	119-057	118-256
R2	119-026	119-026	118-248
R1	118-289	118-289	118-240	118-274
PP	118-258	118-258	118-258	118-250
S1	118-201	118-201	118-224	118-186
S2	118-170	118-170	118-216
S3	118-082	118-113	118-208
S4	117-314	118-025	118-184

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	118-227	0-300	0.8%	0-120	0.3%	2%	False	True	832,128
10	119-207	118-150	1-057	1.0%	0-153	0.4%	22%	False	False	528,480
20	120-200	118-150	2-050	1.8%	0-141	0.4%	12%	False	False	266,311
40	120-270	118-150	2-120	2.0%	0-101	0.3%	11%	False	False	133,310

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	120-049
2.618	119-225
1.618	119-137
1.000	119-083
0.618	119-049
HIGH	118-315
0.618	118-281
0.500	118-271
0.382	118-261
LOW	118-227
0.618	118-173
1.000	118-139
1.618	118-085
2.618	117-317
4.250	117-173

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	118-271	119-008
PP	118-258	118-296
S1	118-245	118-264

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

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