ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	119-032	119-037	0-005	0.0%	118-120
High	119-095	120-035	0-260	0.7%	119-072
Low	119-020	119-030	0-010	0.0%	118-095
Close	119-035	119-270	0-235	0.6%	118-310
Range	0-075	1-005	0-250	333.3%	0-297
ATR	0-128	0-142	0-014	11.0%	0-000
Volume	477,762	987,633	509,871	106.7%	3,364,776

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-233	122-097	120-129
R3	121-228	121-092	120-039
R2	120-223	120-223	120-010
R1	120-087	120-087	119-300	120-155
PP	119-218	119-218	119-218	119-252
S1	119-082	119-082	119-240	119-150
S2	118-213	118-213	119-210
S3	117-208	118-077	119-181
S4	116-203	117-072	119-091

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	120-035	118-235	1-120	1.1%	0-152	0.4%	81%	True	False	637,863
10	120-035	118-092	1-263	1.5%	0-152	0.4%	85%	True	False	682,879
20	120-035	118-092	1-263	1.5%	0-144	0.4%	85%	True	False	628,669
40	120-270	118-092	2-178	2.1%	0-126	0.3%	61%	False	False	316,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124-136
2.618	122-246
1.618	121-241
1.000	121-040
0.618	120-236
HIGH	120-035
0.618	119-231
0.500	119-192
0.382	119-154
LOW	119-030
0.618	118-149
1.000	118-025
1.618	117-144
2.618	116-139
4.250	114-249

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	119-244	119-235
PP	119-218	119-201
S1	119-192	119-166

Download as Excel Spreadsheet

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

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