ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	119-110	119-110	0-000	0.0%	119-287
High	119-120	119-140	0-020	0.1%	120-025
Low	119-060	119-037	-0-023	-0.1%	119-105
Close	119-107	119-067	-0-040	-0.1%	119-137
Range	0-060	0-103	0-043	71.7%	0-240
ATR	0-126	0-124	-0-002	-1.3%	0-000
Volume	523,241	572,850	49,609	9.5%	3,171,716

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-070	120-012	119-124
R3	119-287	119-229	119-095
R2	119-184	119-184	119-086
R1	119-126	119-126	119-076	119-104
PP	119-081	119-081	119-081	119-070
S1	119-023	119-023	119-058	119-000
S2	118-298	118-298	119-048
S3	118-195	118-240	119-039
S4	118-092	118-137	119-010

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	119-217	119-037	0-180	0.5%	0-093	0.2%	17%	False	True	577,756
10	120-050	119-037	1-013	0.9%	0-100	0.3%	9%	False	True	602,185
20	121-225	119-037	2-188	2.2%	0-149	0.4%	4%	False	True	795,155
40	121-225	117-210	4-015	3.4%	0-126	0.3%	38%	False	False	826,374
60	121-225	117-210	4-015	3.4%	0-112	0.3%	38%	False	False	717,749
80	121-225	117-210	4-015	3.4%	0-103	0.3%	38%	False	False	539,233

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-258
2.618	120-090
1.618	119-307
1.000	119-243
0.618	119-204
HIGH	119-140
0.618	119-101
0.500	119-088
0.382	119-076
LOW	119-037
0.618	118-293
1.000	118-254
1.618	118-190
2.618	118-087
4.250	117-239

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	119-088	119-097
PP	119-081	119-087
S1	119-074	119-077

Download as Excel Spreadsheet

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

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