ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	118-100	118-230	0-130	0.3%	117-150
High	118-180	118-260	0-080	0.2%	117-290
Low	118-050	118-170	0-120	0.3%	117-130
Close	118-180	118-190	0-010	0.0%	117-200
Range	0-130	0-090	-0-040	-30.8%	0-160
ATR	0-065	0-067	0-002	2.7%	0-000
Volume	922	614	-308	-33.4%	74

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-157	119-103	118-240
R3	119-067	119-013	118-215
R2	118-297	118-297	118-206
R1	118-243	118-243	118-198	118-225
PP	118-207	118-207	118-207	118-198
S1	118-153	118-153	118-182	118-135
S2	118-117	118-117	118-174
S3	118-027	118-063	118-165
S4	117-257	117-293	118-140

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	118-260	117-200	1-060	1.0%	0-052	0.1%	82%	True	False	308
10	118-260	117-100	1-160	1.3%	0-026	0.1%	85%	True	False	164
20	118-260	117-000	1-260	1.5%	0-013	0.0%	88%	True	False	99
40	118-260	117-000	1-260	1.5%	0-006	0.0%	88%	True	False	66

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-002
2.618	119-176
1.618	119-086
1.000	119-030
0.618	118-316
HIGH	118-260
0.618	118-226
0.500	118-215
0.382	118-204
LOW	118-170
0.618	118-114
1.000	118-080
1.618	118-024
2.618	117-254
4.250	117-108

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	118-215	118-177
PP	118-207	118-163
S1	118-198	118-150

Download as Excel Spreadsheet

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

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