ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 04-Nov-2014

Day Change Summary
	Previous	Current
	03-Nov-2014	04-Nov-2014	Change	Change %	Previous Week
Open	119-150	119-117	-0-033	-0.1%	119-287
High	119-177	119-157	-0-020	-0.1%	120-025
Low	119-050	119-092	0-042	0.1%	119-105
Close	119-102	119-102	0-000	0.0%	119-137
Range	0-127	0-065	-0-062	-48.8%	0-240
ATR	0-136	0-131	-0-005	-3.7%	0-000
Volume	564,175	515,854	-48,321	-8.6%	3,171,716

Daily Pivots for day following 04-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-312	119-272	119-138
R3	119-247	119-207	119-120
R2	119-182	119-182	119-114
R1	119-142	119-142	119-108	119-130
PP	119-117	119-117	119-117	119-111
S1	119-077	119-077	119-096	119-064
S2	119-052	119-052	119-090
S3	118-307	119-012	119-084
S4	118-242	118-267	119-066

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	119-305	119-050	0-255	0.7%	0-119	0.3%	20%	False	False	660,172
10	120-127	119-050	1-077	1.0%	0-111	0.3%	13%	False	False	621,757
20	121-225	118-297	2-248	2.3%	0-156	0.4%	14%	False	False	861,638
40	121-225	117-210	4-015	3.4%	0-125	0.3%	41%	False	False	835,051
60	121-225	117-210	4-015	3.4%	0-112	0.3%	41%	False	False	699,682
80	121-225	117-210	4-015	3.4%	0-101	0.3%	41%	False	False	525,544

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	120-113
2.618	120-007
1.618	119-262
1.000	119-222
0.618	119-197
HIGH	119-157
0.618	119-132
0.500	119-124
0.382	119-117
LOW	119-092
0.618	119-052
1.000	119-027
1.618	118-307
2.618	118-242
4.250	118-136

Fisher Pivots for day following 04-Nov-2014
Pivot	1 day	3 day
R1	119-124	119-134
PP	119-117	119-123
S1	119-110	119-112

Download as Excel Spreadsheet

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

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