ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	120-010	119-310	-0-020	-0.1%	117-280
High	121-010	120-170	-0-160	-0.4%	118-260
Low	119-310	119-190	-0-120	-0.3%	117-280
Close	120-000	119-220	-0-100	-0.3%	118-210
Range	1-020	0-300	-0-040	-11.8%	0-300
ATR	0-109	0-123	0-014	12.5%	0-000
Volume	478	3,508	3,030	633.9%	3,829

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-240	122-050	120-065
R3	121-260	121-070	119-302
R2	120-280	120-280	119-275
R1	120-090	120-090	119-248	120-035
PP	119-300	119-300	119-300	119-272
S1	119-110	119-110	119-192	119-055
S2	119-000	119-000	119-165
S3	118-020	118-130	119-138
S4	117-040	117-150	119-055

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	121-010	118-140	2-190	2.2%	0-150	0.4%	48%	False	False	1,500
10	121-010	117-200	3-130	2.8%	0-101	0.3%	61%	False	False	904
20	121-010	117-030	3-300	3.3%	0-050	0.1%	66%	False	False	465
40	121-010	117-000	4-010	3.4%	0-025	0.1%	67%	False	False	249

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-165
2.618	122-315
1.618	122-015
1.000	121-150
0.618	121-035
HIGH	120-170
0.618	120-055
0.500	120-020
0.382	119-305
LOW	119-190
0.618	119-005
1.000	118-210
1.618	118-025
2.618	117-045
4.250	115-195

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	120-020	120-040
PP	119-300	119-313
S1	119-260	119-267

Download as Excel Spreadsheet

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

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