ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	118-252	118-240	-0-012	0.0%	118-060
High	118-295	118-242	-0-053	-0.1%	118-295
Low	118-210	118-102	-0-108	-0.3%	118-042
Close	118-215	118-155	-0-060	-0.2%	118-155
Range	0-085	0-140	0-055	64.7%	0-253
ATR	0-094	0-097	0-003	3.5%	0-000
Volume	995,919	1,104,216	108,297	10.9%	4,628,343

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-266	119-191	118-232
R3	119-126	119-051	118-194
R2	118-306	118-306	118-181
R1	118-231	118-231	118-168	118-198
PP	118-166	118-166	118-166	118-150
S1	118-091	118-091	118-142	118-058
S2	118-026	118-026	118-129
S3	117-206	117-271	118-116
S4	117-066	117-131	118-078

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-283	120-152	118-294
R3	120-030	119-219	118-225
R2	119-097	119-097	118-201
R1	118-286	118-286	118-178	119-032
PP	118-164	118-164	118-164	118-197
S1	118-033	118-033	118-132	118-098
S2	117-231	117-231	118-109
S3	116-298	117-100	118-085
S4	116-045	116-167	118-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-295	118-042	0-253	0.7%	0-108	0.3%	45%	False	False	925,668
10	118-295	117-300	0-315	0.8%	0-095	0.3%	56%	False	False	821,235
20	118-295	117-210	1-085	1.1%	0-091	0.2%	65%	False	False	808,539
40	119-120	117-210	1-230	1.5%	0-088	0.2%	48%	False	False	582,333
60	119-120	117-210	1-230	1.5%	0-078	0.2%	48%	False	False	389,062

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-197
2.618	119-289
1.618	119-149
1.000	119-062
0.618	119-009
HIGH	118-242
0.618	118-189
0.500	118-172
0.382	118-155
LOW	118-102
0.618	118-015
1.000	117-282
1.618	117-195
2.618	117-055
4.250	116-147

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	118-172	118-194
PP	118-166	118-181
S1	118-161	118-168

Download as Excel Spreadsheet

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

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