ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	119-317	119-280	-0-037	-0.1%	120-065
High	120-020	119-305	-0-035	-0.1%	120-182
Low	119-270	119-107	-0-163	-0.4%	119-257
Close	119-297	119-142	-0-155	-0.4%	119-300
Range	0-070	0-198	0-128	182.9%	0-245
ATR	0-138	0-143	0-004	3.1%	0-000
Volume	506,942	802,197	295,255	58.2%	3,210,715

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-139	121-018	119-251
R3	120-261	120-140	119-196
R2	120-063	120-063	119-178
R1	119-262	119-262	119-160	119-224
PP	119-185	119-185	119-185	119-165
S1	119-064	119-064	119-124	119-026
S2	118-307	118-307	119-106
S3	118-109	118-186	119-088
S4	117-231	117-308	119-033

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	120-097	119-107	0-310	0.8%	0-119	0.3%	11%	False	True	618,926
10	121-087	119-107	1-300	1.6%	0-143	0.4%	6%	False	True	761,627
20	121-225	118-102	3-123	2.8%	0-160	0.4%	33%	False	False	915,108
40	121-225	117-210	4-015	3.4%	0-128	0.3%	44%	False	False	854,492
60	121-225	117-210	4-015	3.4%	0-111	0.3%	44%	False	False	658,439
80	121-225	117-210	4-015	3.4%	0-097	0.3%	44%	False	False	494,358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	122-186
2.618	121-183
1.618	120-305
1.000	120-183
0.618	120-107
HIGH	119-305
0.618	119-229
0.500	119-206
0.382	119-183
LOW	119-107
0.618	118-305
1.000	118-229
1.618	118-107
2.618	117-229
4.250	116-226

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	119-206	119-226
PP	119-185	119-198
S1	119-163	119-170

Download as Excel Spreadsheet

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

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