ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	118-247	118-287	0-040	0.1%	118-260
High	118-297	119-017	0-040	0.1%	119-207
Low	118-222	118-252	0-030	0.1%	118-230
Close	118-267	118-315	0-048	0.1%	119-090
Range	0-075	0-085	0-010	13.3%	0-297
ATR	0-128	0-125	-0-003	-2.4%	0-000
Volume	498,297	527,006	28,709	5.8%	3,755,720

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-236	119-201	119-042
R3	119-151	119-116	119-018
R2	119-066	119-066	119-011
R1	119-031	119-031	119-003	119-048
PP	118-301	118-301	118-301	118-310
S1	118-266	118-266	118-307	118-284
S2	118-216	118-216	118-299
S3	118-131	118-181	118-292
S4	118-046	118-096	118-268

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	119-110	118-222	0-208	0.5%	0-100	0.3%	45%	False	False	634,618
10	119-207	118-210	0-317	0.8%	0-130	0.3%	33%	False	False	621,679
20	120-110	118-150	1-280	1.6%	0-138	0.4%	28%	False	False	317,465
40	120-270	118-150	2-120	2.0%	0-102	0.3%	22%	False	False	158,935

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-058
2.618	119-240
1.618	119-155
1.000	119-102
0.618	119-070
HIGH	119-017
0.618	118-305
0.500	118-294
0.382	118-284
LOW	118-252
0.618	118-199
1.000	118-167
1.618	118-114
2.618	118-029
4.250	117-211

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	118-308	118-303
PP	118-301	118-291
S1	118-294	118-280

Download as Excel Spreadsheet

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

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