ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	119-267	119-250	-0-017	0.0%	119-210
High	119-280	119-295	0-015	0.0%	120-082
Low	119-225	119-222	-0-003	0.0%	119-167
Close	119-242	119-277	0-035	0.1%	120-065
Range	0-055	0-073	0-018	32.7%	0-235
ATR	0-099	0-097	-0-002	-1.9%	0-000
Volume	26,018	27,144	1,126	4.3%	3,812,667

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-164	120-133	119-317
R3	120-091	120-060	119-297
R2	120-018	120-018	119-290
R1	119-307	119-307	119-284	120-002
PP	119-265	119-265	119-265	119-272
S1	119-234	119-234	119-270	119-250
S2	119-192	119-192	119-264
S3	119-119	119-161	119-257
S4	119-046	119-088	119-237

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	119-222	0-260	0.7%	0-091	0.2%	21%	False	True	82,429
10	120-162	119-135	1-027	0.9%	0-084	0.2%	41%	False	False	563,333
20	120-162	119-015	1-147	1.2%	0-092	0.2%	56%	False	False	540,109
40	121-225	119-015	2-210	2.2%	0-121	0.3%	31%	False	False	684,885
60	121-225	117-210	4-015	3.4%	0-114	0.3%	55%	False	False	733,621
80	121-225	117-210	4-015	3.4%	0-107	0.3%	55%	False	False	666,276
100	121-225	117-210	4-015	3.4%	0-099	0.3%	55%	False	False	533,686

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

Fibonacci Retracements and Extensions
4.250	120-285
2.618	120-166
1.618	120-093
1.000	120-048
0.618	120-020
HIGH	119-295
0.618	119-267
0.500	119-258
0.382	119-250
LOW	119-222
0.618	119-177
1.000	119-149
1.618	119-104
2.618	119-031
4.250	118-232

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	119-271	119-288
PP	119-265	119-285
S1	119-258	119-281

Download as Excel Spreadsheet

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

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