ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	119-105	119-150	0-045	0.1%	120-082
High	119-160	119-252	0-092	0.2%	120-162
Low	119-045	119-150	0-105	0.3%	119-097
Close	119-132	119-197	0-065	0.2%	119-110
Range	0-115	0-102	-0-013	-11.3%	1-065
ATR	0-109	0-110	0-001	0.7%	0-000
Volume	18,380	11,060	-7,320	-39.8%	266,305

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-186	120-133	119-253
R3	120-084	120-031	119-225
R2	119-302	119-302	119-216
R1	119-249	119-249	119-206	119-276
PP	119-200	119-200	119-200	119-213
S1	119-147	119-147	119-188	119-174
S2	119-098	119-098	119-178
S3	118-316	119-045	119-169
S4	118-214	118-263	119-141

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	120-027	119-045	0-302	0.8%	0-119	0.3%	50%	False	False	20,454
10	120-162	119-045	1-117	1.1%	0-106	0.3%	35%	False	False	301,475
20	120-162	119-045	1-117	1.1%	0-094	0.2%	35%	False	False	443,757
40	121-225	119-015	2-210	2.2%	0-123	0.3%	21%	False	False	629,315
60	121-225	117-210	4-015	3.4%	0-119	0.3%	48%	False	False	697,666
80	121-225	117-210	4-015	3.4%	0-109	0.3%	48%	False	False	666,609
100	121-225	117-210	4-015	3.4%	0-103	0.3%	48%	False	False	534,151

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-046
2.618	120-199
1.618	120-097
1.000	120-034
0.618	119-315
HIGH	119-252
0.618	119-213
0.500	119-201
0.382	119-189
LOW	119-150
0.618	119-087
1.000	119-048
1.618	118-305
2.618	118-203
4.250	118-036

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	119-201	119-197
PP	119-200	119-196
S1	119-198	119-196

Download as Excel Spreadsheet

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

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