ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	119-275	120-012	0-057	0.1%	119-210
High	120-010	120-082	0-072	0.2%	120-082
Low	119-270	119-315	0-045	0.1%	119-167
Close	120-005	120-065	0-060	0.2%	120-065
Range	0-060	0-087	0-027	45.0%	0-235
ATR	0-100	0-099	-0-001	-0.9%	0-000
Volume	943,161	165,509	-777,652	-82.5%	3,812,667

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-308	120-274	120-113
R3	120-221	120-187	120-089
R2	120-134	120-134	120-081
R1	120-100	120-100	120-073	120-117
PP	120-047	120-047	120-047	120-056
S1	120-013	120-013	120-057	120-030
S2	119-280	119-280	120-049
S3	119-193	119-246	120-041
S4	119-106	119-159	120-017

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-063	121-299	120-194
R3	121-148	121-064	120-130
R2	120-233	120-233	120-108
R1	120-149	120-149	120-087	120-191
PP	119-318	119-318	119-318	120-019
S1	119-234	119-234	120-043	119-276
S2	119-083	119-083	120-022
S3	118-168	118-319	120-000
S4	117-253	118-084	119-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-082	119-142	0-260	0.7%	0-076	0.2%	93%	True	False	895,699
10	120-082	119-077	1-005	0.8%	0-082	0.2%	95%	True	False	762,409
20	120-082	119-015	1-067	1.0%	0-092	0.2%	96%	True	False	643,574
40	121-225	118-102	3-123	2.8%	0-126	0.3%	56%	False	False	772,092
60	121-225	117-210	4-015	3.4%	0-115	0.3%	63%	False	False	781,831
80	121-225	117-210	4-015	3.4%	0-107	0.3%	63%	False	False	663,473
100	121-225	117-210	4-015	3.4%	0-096	0.3%	63%	False	False	531,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	120-310
1.618	120-223
1.000	120-169
0.618	120-136
HIGH	120-082
0.618	120-049
0.500	120-038
0.382	120-028
LOW	119-315
0.618	119-261
1.000	119-228
1.618	119-174
2.618	119-087
4.250	118-265

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	120-056	120-037
PP	120-047	120-009
S1	120-038	119-301

Download as Excel Spreadsheet

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

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