ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 08-Oct-2014

Day Change Summary
	Previous	Current
	07-Oct-2014	08-Oct-2014	Change	Change %	Previous Week
Open	118-040	118-100	0-060	0.2%	117-150
High	118-080	118-180	0-100	0.3%	117-290
Low	118-040	118-050	0-010	0.0%	117-130
Close	118-060	118-180	0-120	0.3%	117-200
Range	0-040	0-130	0-090	225.0%	0-160
ATR	0-060	0-065	0-005	8.3%	0-000
Volume	2	922	920	46,000.0%	74

Daily Pivots for day following 08-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-207	119-163	118-252
R3	119-077	119-033	118-216
R2	118-267	118-267	118-204
R1	118-223	118-223	118-192	118-245
PP	118-137	118-137	118-137	118-148
S1	118-093	118-093	118-168	118-115
S2	118-007	118-007	118-156
S3	117-197	117-283	118-144
S4	117-067	117-153	118-108

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	118-180	117-200	0-300	0.8%	0-034	0.1%	100%	True	False	186
10	118-180	117-100	1-080	1.1%	0-017	0.0%	100%	True	False	106
20	118-180	117-000	1-180	1.3%	0-008	0.0%	100%	True	False	70
40	118-200	117-000	1-200	1.4%	0-004	0.0%	96%	False	False	52

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	0-005
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	120-092
2.618	119-200
1.618	119-070
1.000	118-310
0.618	118-260
HIGH	118-180
0.618	118-130
0.500	118-115
0.382	118-100
LOW	118-050
0.618	117-290
1.000	117-240
1.618	117-160
2.618	117-030
4.250	116-138

Fisher Pivots for day following 08-Oct-2014
Pivot	1 day	3 day
R1	118-158	118-143
PP	118-137	118-107
S1	118-115	118-070

Download as Excel Spreadsheet

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

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