ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	120-177	120-117	-0-060	-0.2%	119-190
High	121-087	120-190	-0-217	-0.6%	121-225
Low	120-087	120-037	-0-050	-0.1%	119-177
Close	120-135	120-065	-0-070	-0.2%	120-065
Range	1-000	0-153	-0-167	-52.2%	2-048
ATR	0-161	0-160	-0-001	-0.4%	0-000
Volume	1,623,446	1,029,030	-594,416	-36.6%	6,623,651

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-236	121-144	120-149
R3	121-083	120-311	120-107
R2	120-250	120-250	120-093
R1	120-158	120-158	120-079	120-128
PP	120-097	120-097	120-097	120-082
S1	120-005	120-005	120-051	119-294
S2	119-264	119-264	120-037
S3	119-111	119-172	120-023
S4	118-278	119-019	119-301

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-300	125-230	121-123
R3	124-252	123-182	120-254
R2	122-204	122-204	120-191
R1	121-134	121-134	120-128	122-009
PP	120-156	120-156	120-156	120-253
S1	119-086	119-086	120-002	119-281
S2	118-108	118-108	119-259
S3	116-060	117-038	119-196
S4	114-012	114-310	119-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-225	119-177	2-048	1.8%	0-269	0.7%	30%	False	False	1,324,730
10	121-225	118-150	3-075	2.7%	0-201	0.5%	54%	False	False	1,123,823
20	121-225	117-300	3-245	3.1%	0-148	0.4%	60%	False	False	972,529
40	121-225	117-210	4-015	3.4%	0-118	0.3%	63%	False	False	859,257
60	121-225	117-210	4-015	3.4%	0-107	0.3%	63%	False	False	576,082

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	0-045
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-200
2.618	121-271
1.618	121-118
1.000	121-023
0.618	120-285
HIGH	120-190
0.618	120-132
0.500	120-114
0.382	120-095
LOW	120-037
0.618	119-262
1.000	119-204
1.618	119-109
2.618	118-276
4.250	118-027

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	120-114	120-254
PP	120-097	120-191
S1	120-081	120-128

Download as Excel Spreadsheet

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

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