ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	118-252	118-257	0-005	0.0%	119-102
High	118-295	119-072	0-097	0.3%	119-107
Low	118-190	118-247	0-057	0.2%	118-092
Close	118-252	118-310	0-058	0.2%	118-115
Range	0-105	0-145	0-040	38.1%	1-015
ATR	0-135	0-136	0-001	0.5%	0-000
Volume	730,319	780,893	50,574	6.9%	3,365,363

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-111	120-036	119-070
R3	119-286	119-211	119-030
R2	119-141	119-141	119-017
R1	119-066	119-066	119-003	119-104
PP	118-316	118-316	118-316	119-015
S1	118-241	118-241	118-297	118-278
S2	118-171	118-171	118-283
S3	118-026	118-096	118-270
S4	117-201	117-271	118-230

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%	0-163	0.4%	67%	False	False	778,671
10	119-110	118-092	1-018	0.9%	0-132	0.3%	64%	False	False	706,645
20	119-207	118-092	1-115	1.1%	0-146	0.4%	50%	False	False	511,515
40	120-270	118-092	2-178	2.1%	0-119	0.3%	27%	False	False	256,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-048
2.618	120-132
1.618	119-307
1.000	119-217
0.618	119-162
HIGH	119-072
0.618	119-017
0.500	119-000
0.382	118-302
LOW	118-247
0.618	118-157
1.000	118-102
1.618	118-012
2.618	117-187
4.250	116-271

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	119-000	118-299
PP	118-316	118-287
S1	118-313	118-276

Download as Excel Spreadsheet

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

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