ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	119-107	119-090	-0-017	0.0%	119-150
High	119-120	119-165	0-045	0.1%	119-192
Low	119-067	119-077	0-010	0.0%	119-015
Close	119-080	119-115	0-035	0.1%	119-182
Range	0-053	0-088	0-035	66.0%	0-177
ATR	0-124	0-122	-0-003	-2.1%	0-000
Volume	86,257	399,783	313,526	363.5%	3,058,049

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-063	120-017	119-163
R3	119-295	119-249	119-139
R2	119-207	119-207	119-131
R1	119-161	119-161	119-123	119-184
PP	119-119	119-119	119-119	119-130
S1	119-073	119-073	119-107	119-096
S2	119-031	119-031	119-099
S3	118-263	118-305	119-091
S4	118-175	118-217	119-067

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%	0-115	0.3%	42%	False	False	492,436
10	119-252	119-015	0-237	0.6%	0-103	0.3%	42%	False	False	548,408
20	121-087	119-015	2-072	1.9%	0-123	0.3%	14%	False	False	655,017
40	121-225	117-210	4-015	3.4%	0-128	0.3%	42%	False	False	790,368
60	121-225	117-210	4-015	3.4%	0-115	0.3%	42%	False	False	748,590
80	121-225	117-210	4-015	3.4%	0-106	0.3%	42%	False	False	562,697

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-219
2.618	120-075
1.618	119-307
1.000	119-253
0.618	119-219
HIGH	119-165
0.618	119-131
0.500	119-121
0.382	119-111
LOW	119-077
0.618	119-023
1.000	118-309
1.618	118-255
2.618	118-167
4.250	118-023

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	119-121	119-160
PP	119-119	119-145
S1	119-117	119-130

Download as Excel Spreadsheet

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

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