ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	119-182	119-292	0-110	0.3%	118-300
High	119-305	120-022	0-037	0.1%	120-040
Low	119-182	119-277	0-095	0.2%	118-297
Close	119-290	120-005	0-035	0.1%	119-290
Range	0-123	0-065	-0-058	-47.2%	1-063
ATR	0-145	0-139	-0-006	-3.9%	0-000
Volume	489,620	438,966	-50,654	-10.3%	3,118,348

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-190	120-162	120-041
R3	120-125	120-097	120-023
R2	120-060	120-060	120-017
R1	120-032	120-032	120-011	120-046
PP	119-315	119-315	119-315	120-002
S1	119-287	119-287	119-319	119-301
S2	119-250	119-250	119-313
S3	119-185	119-222	119-307
S4	119-120	119-157	119-289

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	119-020	1-020	0.9%	0-159	0.4%	90%	False	False	629,318
10	120-040	118-160	1-200	1.4%	0-140	0.4%	93%	False	False	635,463
20	120-040	118-092	1-268	1.5%	0-142	0.4%	94%	False	False	694,984
40	120-270	118-092	2-178	2.1%	0-129	0.3%	68%	False	False	358,441

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	0-022
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	120-298
2.618	120-192
1.618	120-127
1.000	120-087
0.618	120-062
HIGH	120-022
0.618	119-317
0.500	119-310
0.382	119-302
LOW	119-277
0.618	119-237
1.000	119-212
1.618	119-172
2.618	119-107
4.250	119-001

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	120-000	119-302
PP	119-315	119-280
S1	119-310	119-258

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

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