ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	119-250	119-280	0-030	0.1%	120-082
High	119-295	120-027	0-052	0.1%	120-162
Low	119-222	119-097	-0-125	-0.3%	119-097
Close	119-277	119-110	-0-167	-0.4%	119-110
Range	0-073	0-250	0-177	242.5%	1-065
ATR	0-097	0-108	0-011	11.2%	0-000
Volume	27,144	19,668	-7,476	-27.5%	266,305

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-295	121-132	119-248
R3	121-045	120-202	119-179
R2	120-115	120-115	119-156
R1	119-272	119-272	119-133	119-228
PP	119-185	119-185	119-185	119-163
S1	119-022	119-022	119-087	118-298
S2	118-255	118-255	119-064
S3	118-005	118-092	119-041
S4	117-075	117-162	118-292

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-105	122-172	120-002
R3	122-040	121-107	119-216
R2	120-295	120-295	119-181
R1	120-042	120-042	119-145	119-296
PP	119-230	119-230	119-230	119-196
S1	118-297	118-297	119-075	118-231
S2	118-165	118-165	119-039
S3	117-100	117-232	119-004
S4	116-035	116-167	118-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-162	119-097	1-065	1.0%	0-123	0.3%	3%	False	True	53,261
10	120-162	119-097	1-065	1.0%	0-100	0.3%	3%	False	True	474,480
20	120-162	119-015	1-147	1.2%	0-099	0.3%	20%	False	False	512,450
40	121-225	119-015	2-210	2.2%	0-124	0.3%	11%	False	False	653,803
60	121-225	117-210	4-015	3.4%	0-117	0.3%	42%	False	False	721,733
80	121-225	117-210	4-015	3.4%	0-109	0.3%	42%	False	False	666,424
100	121-225	117-210	4-015	3.4%	0-102	0.3%	42%	False	False	533,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	123-130
2.618	122-042
1.618	121-112
1.000	120-277
0.618	120-182
HIGH	120-027
0.618	119-252
0.500	119-222
0.382	119-192
LOW	119-097
0.618	118-262
1.000	118-167
1.618	118-012
2.618	117-082
4.250	115-314

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	119-222	119-222
PP	119-185	119-185
S1	119-147	119-147

Download as Excel Spreadsheet

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

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