ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	118-230	118-140	-0-090	-0.2%	117-280
High	118-260	118-230	-0-030	-0.1%	118-260
Low	118-170	118-140	-0-030	-0.1%	117-280
Close	118-190	118-210	0-020	0.1%	118-210
Range	0-090	0-090	0-000	0.0%	0-300
ATR	0-067	0-069	0-002	2.4%	0-000
Volume	614	2,289	1,675	272.8%	3,829

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-143	119-107	118-260
R3	119-053	119-017	118-235
R2	118-283	118-283	118-226
R1	118-247	118-247	118-218	118-265
PP	118-193	118-193	118-193	118-202
S1	118-157	118-157	118-202	118-175
S2	118-103	118-103	118-194
S3	118-013	118-067	118-185
S4	117-243	117-297	118-160

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-083	120-287	119-055
R3	120-103	119-307	118-292
R2	119-123	119-123	118-265
R1	119-007	119-007	118-238	119-065
PP	118-143	118-143	118-143	118-172
S1	118-027	118-027	118-182	118-085
S2	117-163	117-163	118-155
S3	116-183	117-047	118-128
S4	115-203	116-067	118-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-260	117-280	0-300	0.8%	0-070	0.2%	83%	False	False	765
10	118-260	117-130	1-130	1.2%	0-035	0.1%	89%	False	False	390
20	118-260	117-000	1-260	1.5%	0-018	0.0%	91%	False	False	212
40	118-260	117-000	1-260	1.5%	0-009	0.0%	91%	False	False	123

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	119-292
2.618	119-146
1.618	119-056
1.000	119-000
0.618	118-286
HIGH	118-230
0.618	118-196
0.500	118-185
0.382	118-174
LOW	118-140
0.618	118-084
1.000	118-050
1.618	117-314
2.618	117-224
4.250	117-078

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	118-202	118-192
PP	118-193	118-173
S1	118-185	118-155

Download as Excel Spreadsheet

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

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