ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 19-Mar-2015

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	119-037	119-310	0-273	0.7%	118-120
High	120-035	120-040	0-005	0.0%	119-072
Low	119-030	119-155	0-125	0.3%	118-095
Close	119-270	119-180	-0-090	-0.2%	118-310
Range	1-005	0-205	-0-120	-36.9%	0-297
ATR	0-142	0-147	0-004	3.2%	0-000
Volume	987,633	752,610	-235,023	-23.8%	3,364,776

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-207	121-078	119-293
R3	121-002	120-193	119-236
R2	120-117	120-117	119-218
R1	119-308	119-308	119-199	119-270
PP	119-232	119-232	119-232	119-212
S1	119-103	119-103	119-161	119-065
S2	119-027	119-027	119-142
S3	118-142	118-218	119-124
S4	117-257	118-013	119-067

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	120-040	118-235	1-125	1.2%	0-164	0.4%	60%	True	False	632,207
10	120-040	118-092	1-268	1.5%	0-164	0.4%	69%	True	False	705,439
20	120-040	118-092	1-268	1.5%	0-147	0.4%	69%	True	False	663,559
40	120-270	118-092	2-178	2.1%	0-129	0.3%	50%	False	False	335,249

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-271
2.618	121-257
1.618	121-052
1.000	120-245
0.618	120-167
HIGH	120-040
0.618	119-282
0.500	119-258
0.382	119-233
LOW	119-155
0.618	119-028
1.000	118-270
1.618	118-143
2.618	117-258
4.250	116-244

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	119-258	119-190
PP	119-232	119-187
S1	119-206	119-183

Download as Excel Spreadsheet

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

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