ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	126-250	127-035	0-105	0.3%	126-195
High	127-050	127-130	0-080	0.2%	127-000
Low	126-220	127-030	0-130	0.3%	126-085
Close	127-040	127-115	0-075	0.2%	126-220
Range	0-150	0-100	-0-050	-33.3%	0-235
ATR	0-173	0-168	-0-005	-3.0%	0-000
Volume	2,740,779	1,485,473	-1,255,306	-45.8%	5,728,032

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-072	128-033	127-170
R3	127-292	127-253	127-142
R2	127-192	127-192	127-133
R1	127-153	127-153	127-124	127-172
PP	127-092	127-092	127-092	127-101
S1	127-053	127-053	127-106	127-072
S2	126-312	126-312	127-097
S3	126-212	126-273	127-088
S4	126-112	126-173	127-060

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	127-130	126-110	1-020	0.8%	0-126	0.3%	96%	True	False	1,748,733
10	127-130	126-050	1-080	1.0%	0-135	0.3%	96%	True	False	1,394,932
20	127-130	125-270	1-180	1.2%	0-155	0.4%	97%	True	False	1,245,021
40	130-170	124-260	5-230	4.5%	0-211	0.5%	45%	False	False	1,481,468
60	130-170	123-160	7-010	5.5%	0-194	0.5%	55%	False	False	1,433,094
80	130-170	123-160	7-010	5.5%	0-182	0.4%	55%	False	False	1,180,491
100	130-170	123-130	7-040	5.6%	0-174	0.4%	55%	False	False	945,390
120	130-170	122-210	7-280	6.2%	0-158	0.4%	60%	False	False	788,001

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-032
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-235
2.618	128-072
1.618	127-292
1.000	127-230
0.618	127-192
HIGH	127-130
0.618	127-092
0.500	127-080
0.382	127-068
LOW	127-030
0.618	126-288
1.000	126-250
1.618	126-188
2.618	126-088
4.250	125-245

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	127-103	127-072
PP	127-092	127-030
S1	127-080	126-308

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

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