ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	119-287	119-317	0-030	0.1%	120-065
High	120-025	120-020	-0-005	0.0%	120-182
Low	119-257	119-270	0-013	0.0%	119-257
Close	120-007	119-297	-0-030	-0.1%	119-300
Range	0-088	0-070	-0-018	-20.5%	0-245
ATR	0-144	0-138	-0-005	-3.7%	0-000
Volume	443,942	506,942	63,000	14.2%	3,210,715

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-192	120-155	120-016
R3	120-122	120-085	119-316
R2	120-052	120-052	119-310
R1	120-015	120-015	119-303	119-318
PP	119-302	119-302	119-302	119-294
S1	119-265	119-265	119-291	119-248
S2	119-232	119-232	119-284
S3	119-162	119-195	119-278
S4	119-092	119-125	119-258

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	120-127	119-257	0-190	0.5%	0-104	0.3%	21%	False	False	583,343
10	121-225	119-257	1-288	1.6%	0-182	0.5%	7%	False	False	943,162
20	121-225	118-092	3-133	2.8%	0-158	0.4%	48%	False	False	930,056
40	121-225	117-210	4-015	3.4%	0-125	0.3%	56%	False	False	851,527
60	121-225	117-210	4-015	3.4%	0-109	0.3%	56%	False	False	645,134
80	121-225	117-210	4-015	3.4%	0-095	0.2%	56%	False	False	484,330

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	120-318
2.618	120-203
1.618	120-133
1.000	120-090
0.618	120-063
HIGH	120-020
0.618	119-313
0.500	119-305
0.382	119-297
LOW	119-270
0.618	119-227
1.000	119-200
1.618	119-157
2.618	119-087
4.250	118-292

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	119-305	119-314
PP	119-302	119-308
S1	119-300	119-302

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

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