ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	119-160	119-182	0-022	0.1%	119-180
High	119-200	119-190	-0-010	0.0%	119-252
Low	119-155	119-105	-0-050	-0.1%	119-067
Close	119-182	119-145	-0-037	-0.1%	119-182
Range	0-045	0-085	0-040	88.9%	0-185
ATR	0-112	0-111	-0-002	-1.7%	0-000
Volume	416,706	752,271	335,565	80.5%	2,036,874

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-082	120-038	119-192
R3	119-317	119-273	119-168
R2	119-232	119-232	119-161
R1	119-188	119-188	119-153	119-168
PP	119-147	119-147	119-147	119-136
S1	119-103	119-103	119-137	119-082
S2	119-062	119-062	119-129
S3	118-297	119-018	119-122
S4	118-212	118-253	119-098

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	119-242	119-077	0-165	0.4%	0-085	0.2%	41%	False	False	541,334
10	119-252	119-015	0-237	0.6%	0-100	0.3%	55%	False	False	516,885
20	120-097	119-015	1-082	1.1%	0-102	0.3%	32%	False	False	564,269
40	121-225	118-027	3-198	3.0%	0-130	0.3%	38%	False	False	770,436
60	121-225	117-210	4-015	3.4%	0-115	0.3%	44%	False	False	772,650
80	121-225	117-210	4-015	3.4%	0-108	0.3%	44%	False	False	596,383

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-231
2.618	120-093
1.618	120-008
1.000	119-275
0.618	119-243
HIGH	119-190
0.618	119-158
0.500	119-148
0.382	119-137
LOW	119-105
0.618	119-052
1.000	119-020
1.618	118-287
2.618	118-202
4.250	118-064

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	119-148	119-174
PP	119-147	119-164
S1	119-146	119-154

Download as Excel Spreadsheet

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

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