ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	120-035	119-267	-0-088	-0.2%	119-210
High	120-035	119-280	-0-075	-0.2%	120-082
Low	119-262	119-225	-0-037	-0.1%	119-167
Close	119-270	119-242	-0-028	-0.1%	120-065
Range	0-093	0-055	-0-038	-40.9%	0-235
ATR	0-103	0-099	-0-003	-3.3%	0-000
Volume	76,961	26,018	-50,943	-66.2%	3,812,667

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-094	120-063	119-272
R3	120-039	120-008	119-257
R2	119-304	119-304	119-252
R1	119-273	119-273	119-247	119-261
PP	119-249	119-249	119-249	119-243
S1	119-218	119-218	119-237	119-206
S2	119-194	119-194	119-232
S3	119-139	119-163	119-227
S4	119-084	119-108	119-212

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	119-225	0-257	0.7%	0-088	0.2%	7%	False	True	265,632
10	120-162	119-105	1-057	1.0%	0-085	0.2%	36%	False	False	635,846
20	120-162	119-015	1-147	1.2%	0-091	0.2%	49%	False	False	564,914
40	121-225	118-297	2-248	2.3%	0-124	0.3%	30%	False	False	713,276
60	121-225	117-210	4-015	3.4%	0-114	0.3%	52%	False	False	745,005
80	121-225	117-210	4-015	3.4%	0-107	0.3%	52%	False	False	665,990
100	121-225	117-210	4-015	3.4%	0-099	0.3%	52%	False	False	533,418

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	120-194
2.618	120-104
1.618	120-049
1.000	120-015
0.618	119-314
HIGH	119-280
0.618	119-259
0.500	119-252
0.382	119-246
LOW	119-225
0.618	119-191
1.000	119-170
1.618	119-136
2.618	119-081
4.250	118-311

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	119-252	120-034
PP	119-249	119-316
S1	119-246	119-279

Download as Excel Spreadsheet

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

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