ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	119-050	119-180	0-130	0.3%	119-150
High	119-192	119-252	0-060	0.2%	119-192
Low	119-015	119-100	0-085	0.2%	119-015
Close	119-182	119-105	-0-077	-0.2%	119-182
Range	0-177	0-152	-0-025	-14.1%	0-177
ATR	0-128	0-130	0-002	1.3%	0-000
Volume	881,929	521,361	-360,568	-40.9%	3,058,049

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-288	120-189	119-189
R3	120-136	120-037	119-147
R2	119-304	119-304	119-133
R1	119-205	119-205	119-119	119-178
PP	119-152	119-152	119-152	119-139
S1	119-053	119-053	119-091	119-026
S2	119-000	119-000	119-077
S3	118-168	118-221	119-063
S4	118-016	118-069	119-021

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-021	120-278	119-279
R3	120-164	120-101	119-231
R2	119-307	119-307	119-214
R1	119-244	119-244	119-198	119-276
PP	119-130	119-130	119-130	119-145
S1	119-067	119-067	119-166	119-098
S2	118-273	118-273	119-150
S3	118-096	118-210	119-133
S4	117-239	118-033	119-085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-252	119-015	0-237	0.6%	0-111	0.3%	38%	True	False	603,047
10	120-020	119-015	1-005	0.9%	0-116	0.3%	28%	False	False	630,718
20	121-225	119-015	2-210	2.2%	0-152	0.4%	11%	False	False	814,872
40	121-225	117-210	4-015	3.4%	0-131	0.3%	41%	False	False	824,620
60	121-225	117-210	4-015	3.4%	0-114	0.3%	41%	False	False	740,893
80	121-225	117-210	4-015	3.4%	0-105	0.3%	41%	False	False	556,750

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-258
2.618	121-010
1.618	120-178
1.000	120-084
0.618	120-026
HIGH	119-252
0.618	119-194
0.500	119-176
0.382	119-158
LOW	119-100
0.618	119-006
1.000	118-268
1.618	118-174
2.618	118-022
4.250	117-094

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	119-176	119-134
PP	119-152	119-124
S1	119-129	119-114

Download as Excel Spreadsheet

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

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