ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	119-135	119-170	0-035	0.1%	119-172
High	119-227	119-215	-0-012	0.0%	119-242
Low	119-135	119-142	0-007	0.0%	119-105
Close	119-180	119-207	0-027	0.1%	119-207
Range	0-092	0-073	-0-019	-20.7%	0-137
ATR	0-109	0-107	-0-003	-2.4%	0-000
Volume	908,200	665,832	-242,368	-26.7%	3,251,233

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-060	119-247
R3	120-014	119-307	119-227
R2	119-261	119-261	119-220
R1	119-234	119-234	119-214	119-248
PP	119-188	119-188	119-188	119-195
S1	119-161	119-161	119-200	119-174
S2	119-115	119-115	119-194
S3	119-042	119-088	119-187
S4	118-289	119-015	119-167

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-276	120-218	119-282
R3	120-139	120-081	119-245
R2	120-002	120-002	119-232
R1	119-264	119-264	119-220	119-293
PP	119-185	119-185	119-185	119-199
S1	119-127	119-127	119-194	119-156
S2	119-048	119-048	119-182
S3	118-231	118-310	119-169
S4	118-094	118-173	119-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-242	119-105	0-137	0.4%	0-079	0.2%	74%	False	False	650,246
10	119-252	119-067	0-185	0.5%	0-088	0.2%	76%	False	False	528,810
20	120-025	119-015	1-010	0.9%	0-099	0.3%	58%	False	False	575,893
40	121-225	118-042	3-183	3.0%	0-128	0.3%	42%	False	False	764,879
60	121-225	117-210	4-015	3.4%	0-116	0.3%	49%	False	False	767,498
80	121-225	117-210	4-015	3.4%	0-108	0.3%	49%	False	False	616,018
100	121-225	117-210	4-015	3.4%	0-095	0.2%	49%	False	False	493,135

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	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-205
2.618	120-086
1.618	120-013
1.000	119-288
0.618	119-260
HIGH	119-215
0.618	119-187
0.500	119-178
0.382	119-170
LOW	119-142
0.618	119-097
1.000	119-069
1.618	119-024
2.618	118-271
4.250	118-152

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	119-198	119-193
PP	119-188	119-180
S1	119-178	119-166

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

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