ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	120-082	120-035	-0-047	-0.1%	119-210
High	120-162	120-035	-0-127	-0.3%	120-082
Low	120-017	119-262	-0-075	-0.2%	119-167
Close	120-050	119-270	-0-100	-0.3%	120-065
Range	0-145	0-093	-0-052	-35.9%	0-235
ATR	0-102	0-103	0-000	0.4%	0-000
Volume	116,514	76,961	-39,553	-33.9%	3,812,667

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-255	120-195	120-001
R3	120-162	120-102	119-296
R2	120-069	120-069	119-287
R1	120-009	120-009	119-279	119-312
PP	119-296	119-296	119-296	119-287
S1	119-236	119-236	119-261	119-220
S2	119-203	119-203	119-253
S3	119-110	119-143	119-244
S4	119-017	119-050	119-219

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	119-200	0-282	0.7%	0-094	0.2%	25%	False	False	582,496
10	120-162	119-105	1-057	1.0%	0-084	0.2%	44%	False	False	674,915
20	120-162	119-015	1-147	1.2%	0-092	0.2%	55%	False	False	589,406
40	121-225	118-220	3-005	2.5%	0-126	0.3%	38%	False	False	732,187
60	121-225	117-210	4-015	3.4%	0-114	0.3%	54%	False	False	758,655
80	121-225	117-210	4-015	3.4%	0-107	0.3%	54%	False	False	665,792
100	121-225	117-210	4-015	3.4%	0-098	0.3%	54%	False	False	533,160

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-110
2.618	120-278
1.618	120-185
1.000	120-128
0.618	120-092
HIGH	120-035
0.618	119-319
0.500	119-308
0.382	119-298
LOW	119-262
0.618	119-205
1.000	119-169
1.618	119-112
2.618	119-019
4.250	118-187

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	119-308	120-052
PP	119-296	120-018
S1	119-283	119-304

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols