ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	119-097	119-155	0-058	0.2%	119-180
High	119-155	119-197	0-042	0.1%	119-252
Low	119-082	119-077	-0-005	0.0%	119-067
Close	119-150	119-182	0-032	0.1%	119-182
Range	0-073	0-120	0-047	64.4%	0-185
ATR	0-118	0-118	0-000	0.1%	0-000
Volume	469,279	560,194	90,915	19.4%	2,036,874

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-192	120-147	119-248
R3	120-072	120-027	119-215
R2	119-272	119-272	119-204
R1	119-227	119-227	119-193	119-250
PP	119-152	119-152	119-152	119-163
S1	119-107	119-107	119-171	119-130
S2	119-032	119-032	119-160
S3	118-232	118-307	119-149
S4	118-112	118-187	119-116

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-082	120-317	119-284
R3	120-217	120-132	119-233
R2	120-032	120-032	119-216
R1	119-267	119-267	119-199	119-310
PP	119-167	119-167	119-167	119-188
S1	119-082	119-082	119-165	119-124
S2	118-302	118-302	119-148
S3	118-117	118-217	119-131
S4	117-252	118-032	119-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-252	119-067	0-185	0.5%	0-097	0.3%	62%	False	False	407,374
10	119-252	119-015	0-237	0.6%	0-102	0.3%	70%	False	False	509,492
20	120-182	119-015	1-167	1.3%	0-109	0.3%	34%	False	False	573,867
40	121-225	117-300	3-245	3.1%	0-129	0.3%	43%	False	False	773,198
60	121-225	117-210	4-015	3.4%	0-115	0.3%	47%	False	False	764,127
80	121-225	117-210	4-015	3.4%	0-107	0.3%	47%	False	False	575,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-067
2.618	120-191
1.618	120-071
1.000	119-317
0.618	119-271
HIGH	119-197
0.618	119-151
0.500	119-137
0.382	119-123
LOW	119-077
0.618	119-003
1.000	118-277
1.618	118-203
2.618	118-083
4.250	117-207

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	119-167	119-167
PP	119-152	119-152
S1	119-137	119-137

Download as Excel Spreadsheet

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

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