ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	119-177	119-120	-0-057	-0.1%	118-290
High	119-255	119-127	-0-128	-0.3%	119-177
Low	119-105	119-022	-0-083	-0.2%	118-250
Close	119-140	119-032	-0-108	-0.3%	119-157
Range	0-150	0-105	-0-045	-30.0%	0-247
ATR	0-094	0-095	0-002	1.9%	0-000
Volume	762,224	653,395	-108,829	-14.3%	2,660,150

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-055	119-309	119-090
R3	119-270	119-204	119-061
R2	119-165	119-165	119-051
R1	119-099	119-099	119-042	119-080
PP	119-060	119-060	119-060	119-051
S1	118-314	118-314	119-022	118-294
S2	118-275	118-275	119-013
S3	118-170	118-209	119-003
S4	118-065	118-104	118-294

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-189	121-100	119-293
R3	120-262	120-173	119-225
R2	120-015	120-015	119-202
R1	119-246	119-246	119-180	119-290
PP	119-088	119-088	119-088	119-110
S1	118-319	118-319	119-134	119-044
S2	118-161	118-161	119-112
S3	117-234	118-072	119-089
S4	116-307	117-145	119-021

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-255	118-282	0-293	0.8%	0-101	0.3%	24%	False	False	768,801
10	119-255	118-180	1-075	1.0%	0-089	0.2%	44%	False	False	439,340
20	119-255	118-090	1-165	1.3%	0-086	0.2%	54%	False	False	222,814
40	121-010	118-040	2-290	2.4%	0-094	0.2%	34%	False	False	112,316
60	121-010	117-000	4-010	3.4%	0-063	0.2%	52%	False	False	74,887
80	121-010	117-000	4-010	3.4%	0-047	0.1%	52%	False	False	56,173

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-253
2.618	120-082
1.618	119-297
1.000	119-232
0.618	119-192
HIGH	119-127
0.618	119-087
0.500	119-074
0.382	119-062
LOW	119-022
0.618	118-277
1.000	118-237
1.618	118-172
2.618	118-067
4.250	117-216

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	119-074	119-138
PP	119-060	119-103
S1	119-046	119-068

Download as Excel Spreadsheet

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

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