ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	118-257	118-282	0-025	0.1%	118-120
High	119-072	119-040	-0-032	-0.1%	119-072
Low	118-247	118-235	-0-012	0.0%	118-095
Close	118-310	118-310	0-000	0.0%	118-310
Range	0-145	0-125	-0-020	-13.8%	0-297
ATR	0-136	0-135	-0-001	-0.6%	0-000
Volume	780,893	532,308	-248,585	-31.8%	3,364,776

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-037	119-298	119-059
R3	119-232	119-173	119-024
R2	119-107	119-107	119-013
R1	119-048	119-048	119-001	119-078
PP	118-302	118-302	118-302	118-316
S1	118-243	118-243	118-299	118-272
S2	118-177	118-177	118-287
S3	118-052	118-118	118-276
S4	117-247	117-313	118-241

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-070	119-153
R3	120-220	120-093	119-072
R2	119-243	119-243	119-044
R1	119-116	119-116	119-017	119-180
PP	118-266	118-266	118-266	118-297
S1	118-139	118-139	118-283	118-202
S2	117-289	117-289	118-256
S3	116-312	117-162	118-228
S4	116-015	116-185	118-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-072	118-095	0-297	0.8%	0-123	0.3%	72%	False	False	672,955
10	119-107	118-092	1-015	0.9%	0-134	0.4%	65%	False	False	673,013
20	119-207	118-092	1-115	1.1%	0-145	0.4%	50%	False	False	537,682
40	120-270	118-092	2-178	2.1%	0-120	0.3%	27%	False	False	269,567

Crabel Price Patterns
NR	True
NR4	False
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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-251
2.618	120-047
1.618	119-242
1.000	119-165
0.618	119-117
HIGH	119-040
0.618	118-312
0.500	118-298
0.382	118-283
LOW	118-235
0.618	118-158
1.000	118-110
1.618	118-033
2.618	117-228
4.250	117-024

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	118-306	118-304
PP	118-302	118-297
S1	118-298	118-291

Download as Excel Spreadsheet

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

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