ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	119-167	119-195	0-028	0.1%	119-287
High	119-207	119-217	0-010	0.0%	120-025
Low	119-115	119-105	-0-010	0.0%	119-105
Close	119-190	119-137	-0-053	-0.1%	119-137
Range	0-092	0-112	0-020	21.7%	0-240
ATR	0-139	0-137	-0-002	-1.4%	0-000
Volume	705,974	712,661	6,687	0.9%	3,171,716

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-169	120-105	119-199
R3	120-057	119-313	119-168
R2	119-265	119-265	119-158
R1	119-201	119-201	119-147	119-177
PP	119-153	119-153	119-153	119-141
S1	119-089	119-089	119-127	119-065
S2	119-041	119-041	119-116
S3	118-249	118-297	119-106
S4	118-137	118-185	119-075

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-276	121-126	119-269
R3	121-036	120-206	119-203
R2	120-116	120-116	119-181
R1	119-286	119-286	119-159	119-241
PP	119-196	119-196	119-196	119-173
S1	119-046	119-046	119-115	119-001
S2	118-276	118-276	119-093
S3	118-036	118-126	119-071
S4	117-116	117-206	119-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-025	119-105	0-240	0.6%	0-112	0.3%	13%	False	True	634,343
10	120-182	119-105	1-077	1.0%	0-116	0.3%	8%	False	True	638,243
20	121-225	118-150	3-075	2.7%	0-159	0.4%	30%	False	False	881,033
40	121-225	117-210	4-015	3.4%	0-125	0.3%	44%	False	False	844,786
60	121-225	117-210	4-015	3.4%	0-112	0.3%	44%	False	False	681,900
80	121-225	117-210	4-015	3.4%	0-098	0.3%	44%	False	False	512,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-053
2.618	120-190
1.618	120-078
1.000	120-009
0.618	119-286
HIGH	119-217
0.618	119-174
0.500	119-161
0.382	119-148
LOW	119-105
0.618	119-036
1.000	118-313
1.618	118-244
2.618	118-132
4.250	117-269

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	119-161	119-205
PP	119-153	119-182
S1	119-145	119-160

Download as Excel Spreadsheet

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

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