ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	119-195	119-150	-0-045	-0.1%	119-287
High	119-217	119-177	-0-040	-0.1%	120-025
Low	119-105	119-050	-0-055	-0.1%	119-105
Close	119-137	119-102	-0-035	-0.1%	119-137
Range	0-112	0-127	0-015	13.4%	0-240
ATR	0-137	0-136	-0-001	-0.5%	0-000
Volume	712,661	564,175	-148,486	-20.8%	3,171,716

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-171	120-103	119-172
R3	120-044	119-296	119-137
R2	119-237	119-237	119-125
R1	119-169	119-169	119-114	119-140
PP	119-110	119-110	119-110	119-095
S1	119-042	119-042	119-090	119-012
S2	118-303	118-303	119-079
S3	118-176	118-235	119-067
S4	118-049	118-108	119-032

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	120-020	119-050	0-290	0.8%	0-120	0.3%	18%	False	True	658,389
10	120-182	119-050	1-132	1.2%	0-118	0.3%	12%	False	True	632,834
20	121-225	118-220	3-005	2.5%	0-160	0.4%	21%	False	False	874,969
40	121-225	117-210	4-015	3.4%	0-126	0.3%	41%	False	False	843,280
60	121-225	117-210	4-015	3.4%	0-112	0.3%	41%	False	False	691,254
80	121-225	117-210	4-015	3.4%	0-100	0.3%	41%	False	False	519,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-077
2.618	120-189
1.618	120-062
1.000	119-304
0.618	119-255
HIGH	119-177
0.618	119-128
0.500	119-114
0.382	119-099
LOW	119-050
0.618	118-292
1.000	118-243
1.618	118-165
2.618	118-038
4.250	117-150

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	119-114	119-134
PP	119-110	119-123
S1	119-106	119-112

Download as Excel Spreadsheet

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

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