ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	119-090	119-097	0-007	0.0%	119-150
High	119-165	119-155	-0-010	0.0%	119-192
Low	119-077	119-082	0-005	0.0%	119-015
Close	119-115	119-150	0-035	0.1%	119-182
Range	0-088	0-073	-0-015	-17.0%	0-177
ATR	0-122	0-118	-0-003	-2.9%	0-000
Volume	399,783	469,279	69,496	17.4%	3,058,049

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-028	120-002	119-190
R3	119-275	119-249	119-170
R2	119-202	119-202	119-163
R1	119-176	119-176	119-157	119-189
PP	119-129	119-129	119-129	119-136
S1	119-103	119-103	119-143	119-116
S2	119-056	119-056	119-137
S3	118-303	119-030	119-130
S4	118-230	118-277	119-110

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%	0-109	0.3%	57%	False	False	471,721
10	119-252	119-015	0-237	0.6%	0-101	0.3%	57%	False	False	524,739
20	120-190	119-015	1-175	1.3%	0-111	0.3%	27%	False	False	597,309
40	121-225	117-210	4-015	3.4%	0-128	0.3%	45%	False	False	777,269
60	121-225	117-210	4-015	3.4%	0-114	0.3%	45%	False	False	756,242
80	121-225	117-210	4-015	3.4%	0-106	0.3%	45%	False	False	568,541

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-145
2.618	120-026
1.618	119-273
1.000	119-228
0.618	119-200
HIGH	119-155
0.618	119-127
0.500	119-118
0.382	119-110
LOW	119-082
0.618	119-037
1.000	119-009
1.618	118-284
2.618	118-211
4.250	118-092

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	119-140	119-139
PP	119-129	119-127
S1	119-118	119-116

Download as Excel Spreadsheet

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

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