ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 25-Nov-2014

Day Change Summary
	Previous	Current
	24-Nov-2014	25-Nov-2014	Change	Change %	Previous Week
Open	119-210	119-232	0-022	0.1%	119-172
High	119-242	119-285	0-043	0.1%	119-242
Low	119-167	119-200	0-033	0.1%	119-105
Close	119-227	119-280	0-053	0.1%	119-207
Range	0-075	0-085	0-010	13.3%	0-137
ATR	0-104	0-103	-0-001	-1.3%	0-000
Volume	1,093,658	1,610,339	516,681	47.2%	3,251,233

Daily Pivots for day following 25-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-190	120-160	120-007
R3	120-105	120-075	119-303
R2	120-020	120-020	119-296
R1	119-310	119-310	119-288	120-005
PP	119-255	119-255	119-255	119-262
S1	119-225	119-225	119-272	119-240
S2	119-170	119-170	119-264
S3	119-085	119-140	119-257
S4	119-000	119-055	119-233

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	119-285	119-105	0-180	0.5%	0-082	0.2%	97%	True	False	1,006,060
10	119-285	119-077	0-208	0.5%	0-084	0.2%	98%	True	False	738,448
20	119-305	119-015	0-290	0.8%	0-099	0.3%	91%	False	False	663,549
40	121-225	118-092	3-133	2.8%	0-129	0.3%	46%	False	False	796,802
60	121-225	117-210	4-015	3.4%	0-116	0.3%	55%	False	False	788,868
80	121-225	117-210	4-015	3.4%	0-106	0.3%	55%	False	False	649,737
100	121-225	117-210	4-015	3.4%	0-096	0.2%	55%	False	False	520,174

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-006
2.618	120-188
1.618	120-103
1.000	120-050
0.618	120-018
HIGH	119-285
0.618	119-253
0.500	119-242
0.382	119-232
LOW	119-200
0.618	119-147
1.000	119-115
1.618	119-062
2.618	118-297
4.250	118-159

Fisher Pivots for day following 25-Nov-2014
Pivot	1 day	3 day
R1	119-268	119-258
PP	119-255	119-236
S1	119-242	119-214

Download as Excel Spreadsheet

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

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