ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	120-075	119-297	-0-098	-0.3%	120-065
High	120-097	120-050	-0-047	-0.1%	120-182
Low	119-257	119-290	0-033	0.1%	119-257
Close	119-292	119-300	0-008	0.0%	119-300
Range	0-160	0-080	-0-080	-50.0%	0-245
ATR	0-153	0-148	-0-005	-3.4%	0-000
Volume	667,536	674,016	6,480	1.0%	3,210,715

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-240	120-190	120-024
R3	120-160	120-110	120-002
R2	120-080	120-080	119-315
R1	120-030	120-030	119-307	120-055
PP	120-000	120-000	120-000	120-012
S1	119-270	119-270	119-293	119-295
S2	119-240	119-240	119-285
S3	119-160	119-190	119-278
S4	119-080	119-110	119-256

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-128	121-299	120-115
R3	121-203	121-054	120-047
R2	120-278	120-278	120-025
R1	120-129	120-129	120-002	120-081
PP	120-033	120-033	120-033	120-009
S1	119-204	119-204	119-278	119-156
S2	119-108	119-108	119-255
S3	118-183	118-279	119-233
S4	117-258	118-034	119-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-182	119-257	0-245	0.6%	0-120	0.3%	18%	False	False	642,143
10	121-225	119-177	2-048	1.8%	0-195	0.5%	18%	False	False	983,436
20	121-225	118-042	3-183	3.0%	0-158	0.4%	51%	False	False	953,864
40	121-225	117-210	4-015	3.4%	0-125	0.3%	56%	False	False	863,301
60	121-225	117-210	4-015	3.4%	0-110	0.3%	56%	False	False	629,393
80	121-225	117-210	4-015	3.4%	0-094	0.2%	56%	False	False	472,445

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	121-070
2.618	120-259
1.618	120-179
1.000	120-130
0.618	120-099
HIGH	120-050
0.618	120-019
0.500	120-010
0.382	120-001
LOW	119-290
0.618	119-241
1.000	119-210
1.618	119-161
2.618	119-081
4.250	118-270

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	120-010	120-032
PP	120-000	120-015
S1	119-310	119-317

Download as Excel Spreadsheet

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

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