ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	117-280	118-040	0-080	0.2%	117-150
High	117-280	118-080	0-120	0.3%	117-290
Low	117-280	118-040	0-080	0.2%	117-130
Close	117-280	118-060	0-100	0.3%	117-200
Range	0-000	0-040	0-040		0-160
ATR	0-056	0-060	0-005	8.2%	0-000
Volume	2	2	0	0.0%	74

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-180	118-160	118-082
R3	118-140	118-120	118-071
R2	118-100	118-100	118-067
R1	118-080	118-080	118-064	118-090
PP	118-060	118-060	118-060	118-065
S1	118-040	118-040	118-056	118-050
S2	118-020	118-020	118-053
S3	117-300	118-000	118-049
S4	117-260	117-280	118-038

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-047	118-283	117-288
R3	118-207	118-123	117-244
R2	118-047	118-047	117-229
R1	117-283	117-283	117-215	118-005
PP	117-207	117-207	117-207	117-228
S1	117-123	117-123	117-185	117-165
S2	117-047	117-047	117-171
S3	116-207	116-283	117-156
S4	116-047	116-123	117-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	117-200	0-200	0.5%	0-008	0.0%	90%	True	False	2
10	118-080	117-080	1-000	0.8%	0-004	0.0%	94%	True	False	18
20	118-080	117-000	1-080	1.1%	0-002	0.0%	95%	True	False	26
40	118-200	117-000	1-200	1.4%	0-001	0.0%	73%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	118-250
2.618	118-185
1.618	118-145
1.000	118-120
0.618	118-105
HIGH	118-080
0.618	118-065
0.500	118-060
0.382	118-055
LOW	118-040
0.618	118-015
1.000	118-000
1.618	117-295
2.618	117-255
4.250	117-190

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	118-060	118-033
PP	118-060	118-007
S1	118-060	117-300

Download as Excel Spreadsheet

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

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