ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	120-000	120-002	0-002	0.0%	119-105
High	120-005	120-067	0-062	0.2%	120-067
Low	119-197	119-290	0-093	0.2%	119-045
Close	119-230	120-027	0-117	0.3%	120-027
Range	0-128	0-097	-0-031	-24.2%	1-022
ATR	0-111	0-114	0-003	2.9%	0-000
Volume	16,668	6,788	-9,880	-59.3%	57,798

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-312	120-267	120-080
R3	120-215	120-170	120-054
R2	120-118	120-118	120-045
R1	120-073	120-073	120-036	120-096
PP	120-021	120-021	120-021	120-033
S1	119-296	119-296	120-018	119-318
S2	119-244	119-244	120-009
S3	119-147	119-199	120-000
S4	119-050	119-102	119-294

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-006	122-198	120-215
R3	121-304	121-176	120-121
R2	120-282	120-282	120-090
R1	120-154	120-154	120-058	120-218
PP	119-260	119-260	119-260	119-292
S1	119-132	119-132	119-316	119-196
S2	118-238	118-238	119-284
S3	117-216	118-110	119-253
S4	116-194	117-088	119-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-067	119-045	1-022	0.9%	0-111	0.3%	88%	True	False	11,559
10	120-162	119-045	1-117	1.1%	0-117	0.3%	69%	False	False	32,410
20	120-162	119-045	1-117	1.1%	0-100	0.3%	69%	False	False	397,409
40	120-190	119-015	1-175	1.3%	0-105	0.3%	67%	False	False	497,359
60	121-225	117-210	4-015	3.4%	0-119	0.3%	60%	False	False	650,649
80	121-225	117-210	4-015	3.4%	0-111	0.3%	60%	False	False	666,534
100	121-225	117-210	4-015	3.4%	0-105	0.3%	60%	False	False	534,314

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-029
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-159
2.618	121-001
1.618	120-224
1.000	120-164
0.618	120-127
HIGH	120-067
0.618	120-030
0.500	120-018
0.382	120-007
LOW	119-290
0.618	119-230
1.000	119-193
1.618	119-133
2.618	119-036
4.250	118-198

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	120-024	120-009
PP	120-021	119-310
S1	120-018	119-292

Download as Excel Spreadsheet

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

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