ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	119-310	119-190	-0-120	-0.3%	119-060
High	120-170	119-200	-0-290	-0.8%	121-010
Low	119-190	119-140	-0-050	-0.1%	119-040
Close	119-220	119-150	-0-070	-0.2%	119-150
Range	0-300	0-060	-0-240	-80.0%	1-290
ATR	0-123	0-119	-0-003	-2.5%	0-000
Volume	3,508	4,185	677	19.3%	9,397

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-023	119-307	119-183
R3	119-283	119-247	119-166
R2	119-223	119-223	119-161
R1	119-187	119-187	119-156	119-175
PP	119-163	119-163	119-163	119-158
S1	119-127	119-127	119-144	119-115
S2	119-103	119-103	119-139
S3	119-043	119-067	119-134
S4	118-303	119-007	119-117

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-190	124-140	120-166
R3	123-220	122-170	119-318
R2	121-250	121-250	119-262
R1	120-200	120-200	119-206	121-065
PP	119-280	119-280	119-280	120-052
S1	118-230	118-230	119-094	119-095
S2	117-310	117-310	119-038
S3	116-020	116-260	118-302
S4	114-050	114-290	118-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-010	119-040	1-290	1.6%	0-144	0.4%	18%	False	False	1,879
10	121-010	117-280	3-050	2.6%	0-107	0.3%	50%	False	False	1,322
20	121-010	117-080	3-250	3.2%	0-054	0.1%	59%	False	False	673
40	121-010	117-000	4-010	3.4%	0-027	0.1%	61%	False	False	353

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	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-135
2.618	120-037
1.618	119-297
1.000	119-260
0.618	119-237
HIGH	119-200
0.618	119-177
0.500	119-170
0.382	119-163
LOW	119-140
0.618	119-103
1.000	119-080
1.618	119-043
2.618	118-303
4.250	118-205

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	119-170	120-075
PP	119-163	119-313
S1	119-157	119-232

Download as Excel Spreadsheet

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

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