ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	120-002	120-027	0-025	0.1%	119-105
High	120-067	120-035	-0-032	-0.1%	120-067
Low	119-290	119-277	-0-013	0.0%	119-045
Close	120-027	119-280	-0-067	-0.2%	120-027
Range	0-097	0-078	-0-019	-19.6%	1-022
ATR	0-114	0-112	-0-003	-2.3%	0-000
Volume	6,788	44,546	37,758	556.2%	57,798

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-218	120-167	120-003
R3	120-140	120-089	119-301
R2	120-062	120-062	119-294
R1	120-011	120-011	119-287	119-318
PP	119-304	119-304	119-304	119-297
S1	119-253	119-253	119-273	119-240
S2	119-226	119-226	119-266
S3	119-148	119-175	119-259
S4	119-070	119-097	119-237

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-006	122-198	120-215
R3	121-304	121-176	120-121
R2	120-282	120-282	120-090
R1	120-154	120-154	120-058	120-218
PP	119-260	119-260	119-260	119-292
S1	119-132	119-132	119-316	119-196
S2	118-238	118-238	119-284
S3	117-216	118-110	119-253
S4	116-194	117-088	119-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-067	119-150	0-237	0.6%	0-104	0.3%	55%	False	False	16,792
10	120-067	119-045	1-022	0.9%	0-110	0.3%	69%	False	False	25,213
20	120-162	119-045	1-117	1.1%	0-098	0.3%	54%	False	False	371,627
40	120-182	119-015	1-167	1.3%	0-103	0.3%	54%	False	False	472,747
60	121-225	117-300	3-245	3.1%	0-118	0.3%	51%	False	False	639,341
80	121-225	117-210	4-015	3.4%	0-111	0.3%	55%	False	False	666,002
100	121-225	117-210	4-015	3.4%	0-106	0.3%	55%	False	False	534,748

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	0-023
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-046
2.618	120-239
1.618	120-161
1.000	120-113
0.618	120-083
HIGH	120-035
0.618	120-005
0.500	119-316
0.382	119-307
LOW	119-277
0.618	119-229
1.000	119-199
1.618	119-151
2.618	119-073
4.250	118-266

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	119-316	119-292
PP	119-304	119-288
S1	119-292	119-284

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

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