ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	119-217	119-132	-0-085	-0.2%	120-027
High	119-217	119-202	-0-015	0.0%	120-150
Low	119-130	119-120	-0-010	0.0%	119-120
Close	119-157	119-157	0-000	0.0%	119-157
Range	0-087	0-082	-0-005	-5.7%	1-030
ATR	0-121	0-118	-0-003	-2.3%	0-000
Volume	6,753	1,234	-5,519	-81.7%	75,885

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-086	120-043	119-202
R3	120-004	119-281	119-180
R2	119-242	119-242	119-172
R1	119-199	119-199	119-165	119-220
PP	119-160	119-160	119-160	119-170
S1	119-117	119-117	119-149	119-138
S2	119-078	119-078	119-142
S3	118-316	119-035	119-134
S4	118-234	118-273	119-112

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-019	122-118	120-030
R3	121-309	121-088	119-253
R2	120-279	120-279	119-221
R1	120-058	120-058	119-189	119-314
PP	119-249	119-249	119-249	119-217
S1	119-028	119-028	119-125	118-284
S2	118-219	118-219	119-093
S3	117-189	117-318	119-061
S4	116-159	116-288	118-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-150	119-120	1-030	0.9%	0-117	0.3%	11%	False	True	15,177
10	120-150	119-045	1-105	1.1%	0-114	0.3%	26%	False	False	13,368
20	120-162	119-045	1-117	1.1%	0-107	0.3%	26%	False	False	243,924
40	120-162	119-015	1-147	1.2%	0-103	0.3%	30%	False	False	410,113
60	121-225	118-030	3-195	3.0%	0-122	0.3%	39%	False	False	597,104
80	121-225	117-210	4-015	3.4%	0-114	0.3%	45%	False	False	637,185
100	121-225	117-210	4-015	3.4%	0-107	0.3%	45%	False	False	534,967

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	120-230
2.618	120-097
1.618	120-015
1.000	119-284
0.618	119-253
HIGH	119-202
0.618	119-171
0.500	119-161
0.382	119-151
LOW	119-120
0.618	119-069
1.000	119-038
1.618	118-307
2.618	118-225
4.250	118-092

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	119-161	119-261
PP	119-160	119-226
S1	119-158	119-192

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

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