ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	118-287	118-317	0-030	0.1%	119-102
High	119-017	119-097	0-080	0.2%	119-107
Low	118-252	118-092	-0-160	-0.4%	118-092
Close	118-315	118-115	-0-200	-0.5%	118-115
Range	0-085	1-005	0-240	282.4%	1-015
ATR	0-125	0-140	0-014	11.4%	0-000
Volume	527,006	1,060,891	533,885	101.3%	3,365,363

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-223	121-014	118-294
R3	120-218	120-009	118-204
R2	119-213	119-213	118-175
R1	119-004	119-004	118-145	118-266
PP	118-208	118-208	118-208	118-179
S1	117-319	117-319	118-085	117-261
S2	117-203	117-203	118-055
S3	116-198	116-314	118-026
S4	115-193	115-309	117-256

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-256	121-041	118-299
R3	120-241	120-026	118-207
R2	119-226	119-226	118-176
R1	119-011	119-011	118-146	118-271
PP	118-211	118-211	118-211	118-182
S1	117-316	117-316	118-084	117-256
S2	117-196	117-196	118-054
S3	116-181	116-301	118-023
S4	115-166	115-286	117-251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-107	118-092	1-015	0.9%	0-144	0.4%	7%	False	True	673,072
10	119-207	118-092	1-115	1.1%	0-145	0.4%	5%	False	True	712,108
20	120-060	118-092	1-288	1.6%	0-152	0.4%	4%	False	True	370,391
40	120-270	118-092	2-178	2.2%	0-110	0.3%	3%	False	True	185,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	123-198
2.618	121-308
1.618	120-303
1.000	120-102
0.618	119-298
HIGH	119-097
0.618	118-293
0.500	118-254
0.382	118-216
LOW	118-092
0.618	117-211
1.000	117-087
1.618	116-206
2.618	115-201
4.250	113-311

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	118-254	118-254
PP	118-208	118-208
S1	118-162	118-162

Download as Excel Spreadsheet

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

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