ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	118-192	118-252	0-060	0.2%	119-102
High	118-300	118-295	-0-005	0.0%	119-107
Low	118-160	118-190	0-030	0.1%	118-092
Close	118-255	118-252	-0-003	0.0%	118-115
Range	0-140	0-105	-0-035	-25.0%	1-015
ATR	0-137	0-135	-0-002	-1.7%	0-000
Volume	753,796	730,319	-23,477	-3.1%	3,365,363

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-241	119-191	118-310
R3	119-136	119-086	118-281
R2	119-031	119-031	118-271
R1	118-301	118-301	118-262	118-304
PP	118-246	118-246	118-246	118-247
S1	118-196	118-196	118-242	118-200
S2	118-141	118-141	118-233
S3	118-036	118-091	118-223
S4	117-251	117-306	118-194

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	119-097	118-092	1-005	0.9%	0-151	0.4%	49%	False	False	727,894
10	119-207	118-092	1-115	1.1%	0-136	0.4%	37%	False	False	723,468
20	119-207	118-092	1-115	1.1%	0-143	0.4%	37%	False	False	472,676
40	120-270	118-092	2-178	2.2%	0-116	0.3%	20%	False	False	236,737

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-101
2.618	119-250
1.618	119-145
1.000	119-080
0.618	119-040
HIGH	118-295
0.618	118-255
0.500	118-242
0.382	118-230
LOW	118-190
0.618	118-125
1.000	118-085
1.618	118-020
2.618	117-235
4.250	117-064

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	118-249	118-234
PP	118-246	118-216
S1	118-242	118-198

Download as Excel Spreadsheet

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

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