ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	119-182	119-135	-0-047	-0.1%	119-180
High	119-190	119-227	0-037	0.1%	119-252
Low	119-105	119-135	0-030	0.1%	119-067
Close	119-145	119-180	0-035	0.1%	119-182
Range	0-085	0-092	0-007	8.2%	0-185
ATR	0-111	0-109	-0-001	-1.2%	0-000
Volume	752,271	908,200	155,929	20.7%	2,036,874

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-137	120-090	119-231
R3	120-045	119-318	119-205
R2	119-273	119-273	119-197
R1	119-226	119-226	119-188	119-250
PP	119-181	119-181	119-181	119-192
S1	119-134	119-134	119-172	119-158
S2	119-089	119-089	119-163
S3	118-317	119-042	119-155
S4	118-225	118-270	119-129

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%	0-089	0.2%	62%	False	False	629,119
10	119-252	119-015	0-237	0.6%	0-099	0.3%	70%	False	False	550,420
20	120-050	119-015	1-035	0.9%	0-099	0.3%	46%	False	False	576,302
40	121-225	118-030	3-195	3.0%	0-129	0.3%	41%	False	False	773,694
60	121-225	117-210	4-015	3.4%	0-116	0.3%	47%	False	False	768,272
80	121-225	117-210	4-015	3.4%	0-108	0.3%	47%	False	False	607,728

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-298
2.618	120-148
1.618	120-056
1.000	119-319
0.618	119-284
HIGH	119-227
0.618	119-192
0.500	119-181
0.382	119-170
LOW	119-135
0.618	119-078
1.000	119-043
1.618	118-306
2.618	118-214
4.250	118-064

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	119-181	119-175
PP	119-181	119-171
S1	119-180	119-166

Download as Excel Spreadsheet

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

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