ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	119-232	119-275	0-043	0.1%	119-172
High	119-285	120-010	0-045	0.1%	119-242
Low	119-200	119-270	0-070	0.2%	119-105
Close	119-280	120-005	0-045	0.1%	119-207
Range	0-085	0-060	-0-025	-29.4%	0-137
ATR	0-103	0-100	-0-003	-3.0%	0-000
Volume	1,610,339	943,161	-667,178	-41.4%	3,251,233

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-168	120-147	120-038
R3	120-108	120-087	120-022
R2	120-048	120-048	120-016
R1	120-027	120-027	120-010	120-038
PP	119-308	119-308	119-308	119-314
S1	119-287	119-287	120-000	119-298
S2	119-248	119-248	119-314
S3	119-188	119-227	119-308
S4	119-128	119-167	119-292

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	120-010	119-135	0-195	0.5%	0-077	0.2%	97%	True	False	1,044,238
10	120-010	119-077	0-253	0.7%	0-081	0.2%	98%	True	False	792,786
20	120-010	119-015	0-315	0.8%	0-092	0.2%	98%	True	False	670,597
40	121-225	118-102	3-123	2.8%	0-126	0.3%	50%	False	False	792,852
60	121-225	117-210	4-015	3.4%	0-116	0.3%	58%	False	False	793,194
80	121-225	117-210	4-015	3.4%	0-106	0.3%	58%	False	False	661,478
100	121-225	117-210	4-015	3.4%	0-096	0.3%	58%	False	False	529,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-265
2.618	120-167
1.618	120-107
1.000	120-070
0.618	120-047
HIGH	120-010
0.618	119-307
0.500	119-300
0.382	119-293
LOW	119-270
0.618	119-233
1.000	119-210
1.618	119-173
2.618	119-113
4.250	119-015

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	119-317	119-300
PP	119-308	119-274
S1	119-300	119-248

Download as Excel Spreadsheet

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

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