ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	120-012	120-082	0-070	0.2%	119-210
High	120-082	120-162	0-080	0.2%	120-082
Low	119-315	120-017	0-022	0.1%	119-167
Close	120-065	120-050	-0-015	0.0%	120-065
Range	0-087	0-145	0-058	66.7%	0-235
ATR	0-099	0-102	0-003	3.3%	0-000
Volume	165,509	116,514	-48,995	-29.6%	3,812,667

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-191	121-106	120-130
R3	121-046	120-281	120-090
R2	120-221	120-221	120-077
R1	120-136	120-136	120-063	120-106
PP	120-076	120-076	120-076	120-062
S1	119-311	119-311	120-037	119-281
S2	119-251	119-251	120-023
S3	119-106	119-166	120-010
S4	118-281	119-021	119-290

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	120-162	119-167	0-315	0.8%	0-090	0.2%	64%	True	False	785,836
10	120-162	119-105	1-057	1.0%	0-085	0.2%	70%	True	False	718,041
20	120-162	119-015	1-147	1.2%	0-093	0.2%	76%	True	False	613,766
40	121-225	118-150	3-075	2.7%	0-126	0.3%	52%	False	False	747,400
60	121-225	117-210	4-015	3.4%	0-114	0.3%	62%	False	False	767,780
80	121-225	117-210	4-015	3.4%	0-107	0.3%	62%	False	False	664,866
100	121-225	117-210	4-015	3.4%	0-097	0.3%	62%	False	False	532,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	122-138
2.618	121-222
1.618	121-077
1.000	120-307
0.618	120-252
HIGH	120-162
0.618	120-107
0.500	120-090
0.382	120-072
LOW	120-017
0.618	119-247
1.000	119-192
1.618	119-102
2.618	118-277
4.250	118-041

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	120-090	120-056
PP	120-076	120-054
S1	120-063	120-052

Download as Excel Spreadsheet

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

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