ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	119-310	119-182	-0-128	-0.3%	118-300
High	120-040	119-305	-0-055	-0.1%	120-040
Low	119-155	119-182	0-027	0.1%	118-297
Close	119-180	119-290	0-110	0.3%	119-290
Range	0-205	0-123	-0-082	-40.0%	1-063
ATR	0-147	0-145	-0-002	-1.0%	0-000
Volume	752,610	489,620	-262,990	-34.9%	3,118,348

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-308	120-262	120-038
R3	120-185	120-139	120-004
R2	120-062	120-062	119-313
R1	120-016	120-016	119-301	120-039
PP	119-259	119-259	119-259	119-270
S1	119-213	119-213	119-279	119-236
S2	119-136	119-136	119-267
S3	119-013	119-090	119-256
S4	118-210	118-287	119-222

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-078	122-247	120-181
R3	122-015	121-184	120-075
R2	120-272	120-272	120-040
R1	120-121	120-121	120-005	120-196
PP	119-209	119-209	119-209	119-247
S1	119-058	119-058	119-255	119-134
S2	118-146	118-146	119-220
S3	117-083	117-315	119-185
S4	116-020	116-252	119-079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-040	118-297	1-063	1.0%	0-164	0.4%	82%	False	False	623,669
10	120-040	118-095	1-265	1.5%	0-144	0.4%	88%	False	False	648,312
20	120-040	118-092	1-268	1.5%	0-144	0.4%	88%	False	False	680,210
40	120-270	118-092	2-178	2.1%	0-129	0.3%	63%	False	False	347,469

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-188
2.618	120-307
1.618	120-184
1.000	120-108
0.618	120-061
HIGH	119-305
0.618	119-258
0.500	119-244
0.382	119-229
LOW	119-182
0.618	119-106
1.000	119-059
1.618	118-303
2.618	118-180
4.250	117-299

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	119-274	119-258
PP	119-259	119-227
S1	119-244	119-195

Download as Excel Spreadsheet

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

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