ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	118-300	119-032	0-052	0.1%	118-120
High	119-067	119-095	0-028	0.1%	119-072
Low	118-297	119-020	0-043	0.1%	118-095
Close	119-015	119-035	0-020	0.1%	118-310
Range	0-090	0-075	-0-015	-16.7%	0-297
ATR	0-132	0-128	-0-004	-2.8%	0-000
Volume	410,723	477,762	67,039	16.3%	3,364,776

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-275	119-230	119-076
R3	119-200	119-155	119-056
R2	119-125	119-125	119-049
R1	119-080	119-080	119-042	119-102
PP	119-050	119-050	119-050	119-061
S1	119-005	119-005	119-028	119-028
S2	118-295	118-295	119-021
S3	118-220	118-250	119-014
S4	118-145	118-175	118-314

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	119-095	118-190	0-225	0.6%	0-108	0.3%	73%	True	False	586,401
10	119-097	118-092	1-005	0.9%	0-127	0.3%	81%	False	False	633,945
20	119-207	118-092	1-115	1.1%	0-140	0.4%	60%	False	False	581,212
40	120-270	118-092	2-178	2.1%	0-120	0.3%	32%	False	False	291,772

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-033
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-094
2.618	119-291
1.618	119-216
1.000	119-170
0.618	119-141
HIGH	119-095
0.618	119-066
0.500	119-058
0.382	119-049
LOW	119-020
0.618	118-294
1.000	118-265
1.618	118-219
2.618	118-144
4.250	118-021

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	119-058	119-025
PP	119-050	119-015
S1	119-042	119-005

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

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