ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 30-Oct-2014

Day Change Summary
	Previous	Current
	29-Oct-2014	30-Oct-2014	Change	Change %	Previous Week
Open	119-280	119-167	-0-113	-0.3%	120-065
High	119-305	119-207	-0-098	-0.3%	120-182
Low	119-107	119-115	0-008	0.0%	119-257
Close	119-142	119-190	0-048	0.1%	119-300
Range	0-198	0-092	-0-106	-53.5%	0-245
ATR	0-143	0-139	-0-004	-2.5%	0-000
Volume	802,197	705,974	-96,223	-12.0%	3,210,715

Daily Pivots for day following 30-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-127	120-090	119-241
R3	120-035	119-318	119-215
R2	119-263	119-263	119-207
R1	119-226	119-226	119-198	119-244
PP	119-171	119-171	119-171	119-180
S1	119-134	119-134	119-182	119-152
S2	119-079	119-079	119-173
S3	118-307	119-042	119-165
S4	118-215	118-270	119-139

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	120-050	119-107	0-263	0.7%	0-106	0.3%	32%	False	False	626,614
10	120-190	119-107	1-083	1.1%	0-120	0.3%	21%	False	False	669,880
20	121-225	118-102	3-123	2.8%	0-160	0.4%	38%	False	False	900,611
40	121-225	117-210	4-015	3.4%	0-127	0.3%	48%	False	False	850,960
60	121-225	117-210	4-015	3.4%	0-111	0.3%	48%	False	False	670,106
80	121-225	117-210	4-015	3.4%	0-097	0.3%	48%	False	False	503,180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-278
2.618	120-128
1.618	120-036
1.000	119-299
0.618	119-264
HIGH	119-207
0.618	119-172
0.500	119-161
0.382	119-150
LOW	119-115
0.618	119-058
1.000	119-023
1.618	118-286
2.618	118-194
4.250	118-044

Fisher Pivots for day following 30-Oct-2014
Pivot	1 day	3 day
R1	119-180	119-224
PP	119-171	119-212
S1	119-161	119-201

Download as Excel Spreadsheet

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

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