ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	119-280	119-105	-0-175	-0.5%	120-082
High	120-027	119-160	-0-187	-0.5%	120-162
Low	119-097	119-045	-0-052	-0.1%	119-097
Close	119-110	119-132	0-022	0.1%	119-110
Range	0-250	0-115	-0-135	-54.0%	1-065
ATR	0-108	0-109	0-000	0.4%	0-000
Volume	19,668	18,380	-1,288	-6.5%	266,305

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-137	120-090	119-195
R3	120-022	119-295	119-164
R2	119-227	119-227	119-153
R1	119-180	119-180	119-143	119-204
PP	119-112	119-112	119-112	119-124
S1	119-065	119-065	119-121	119-088
S2	118-317	118-317	119-111
S3	118-202	118-270	119-100
S4	118-087	118-155	119-069

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	120-035	119-045	0-310	0.8%	0-117	0.3%	28%	False	True	33,634
10	120-162	119-045	1-117	1.1%	0-104	0.3%	20%	False	True	409,735
20	120-162	119-045	1-117	1.1%	0-096	0.3%	20%	False	True	469,272
40	121-225	119-015	2-210	2.2%	0-124	0.3%	14%	False	False	636,239
60	121-225	117-210	4-015	3.4%	0-118	0.3%	43%	False	False	706,420
80	121-225	117-210	4-015	3.4%	0-110	0.3%	43%	False	False	666,578
100	121-225	117-210	4-015	3.4%	0-102	0.3%	43%	False	False	534,049

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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-009
2.618	120-141
1.618	120-026
1.000	119-275
0.618	119-231
HIGH	119-160
0.618	119-116
0.500	119-102
0.382	119-089
LOW	119-045
0.618	118-294
1.000	118-250
1.618	118-179
2.618	118-064
4.250	117-196

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	119-122	119-196
PP	119-112	119-175
S1	119-102	119-153

Download as Excel Spreadsheet

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

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