ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	126-110	126-165	0-055	0.1%	126-195
High	126-260	126-230	-0-030	-0.1%	127-000
Low	126-110	126-115	0-005	0.0%	126-085
Close	126-180	126-220	0-040	0.1%	126-220
Range	0-150	0-115	-0-035	-23.3%	0-235
ATR	0-184	0-179	-0-005	-2.7%	0-000
Volume	1,606,209	1,133,366	-472,843	-29.4%	5,728,032

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-213	127-172	126-283
R3	127-098	127-057	126-252
R2	126-303	126-303	126-241
R1	126-262	126-262	126-231	126-282
PP	126-188	126-188	126-188	126-199
S1	126-147	126-147	126-209	126-168
S2	126-073	126-073	126-199
S3	125-278	126-032	126-188
S4	125-163	125-237	126-157

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-273	128-162	127-029
R3	128-038	127-247	126-285
R2	127-123	127-123	126-263
R1	127-012	127-012	126-242	127-068
PP	126-208	126-208	126-208	126-236
S1	126-097	126-097	126-198	126-152
S2	125-293	125-293	126-177
S3	125-058	125-182	126-155
S4	124-143	124-267	126-091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-000	126-085	0-235	0.6%	0-135	0.3%	57%	False	False	1,145,606
10	127-005	126-020	0-305	0.8%	0-148	0.4%	66%	False	False	1,013,096
20	127-080	125-270	1-130	1.1%	0-164	0.4%	60%	False	False	1,106,673
40	130-170	124-125	6-045	4.8%	0-216	0.5%	37%	False	False	1,444,743
60	130-170	123-160	7-010	5.6%	0-196	0.5%	45%	False	False	1,395,869
80	130-170	123-160	7-010	5.6%	0-185	0.5%	45%	False	False	1,105,893
100	130-170	122-300	7-190	6.0%	0-175	0.4%	49%	False	False	885,429
120	130-170	122-210	7-280	6.2%	0-155	0.4%	51%	False	False	737,967

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-079
2.618	127-211
1.618	127-096
1.000	127-025
0.618	126-301
HIGH	126-230
0.618	126-186
0.500	126-172
0.382	126-159
LOW	126-115
0.618	126-044
1.000	126-000
1.618	125-249
2.618	125-134
4.250	124-266

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	126-204	126-204
PP	126-188	126-188
S1	126-172	126-172

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

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