ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	119-190	119-160	-0-030	-0.1%	119-060
High	119-200	119-210	0-010	0.0%	121-010
Low	119-140	119-120	-0-020	-0.1%	119-040
Close	119-150	119-200	0-050	0.1%	119-150
Range	0-060	0-090	0-030	50.0%	1-290
ATR	0-119	0-117	-0-002	-1.8%	0-000
Volume	4,185	1,735	-2,450	-58.5%	9,397

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-127	120-093	119-250
R3	120-037	120-003	119-225
R2	119-267	119-267	119-216
R1	119-233	119-233	119-208	119-250
PP	119-177	119-177	119-177	119-185
S1	119-143	119-143	119-192	119-160
S2	119-087	119-087	119-184
S3	118-317	119-053	119-175
S4	118-227	118-283	119-150

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	119-070	1-260	1.5%	0-158	0.4%	22%	False	False	2,135
10	121-010	118-040	2-290	2.4%	0-116	0.3%	52%	False	False	1,495
20	121-010	117-080	3-250	3.2%	0-058	0.2%	63%	False	False	758
40	121-010	117-000	4-010	3.4%	0-029	0.1%	65%	False	False	396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-272
2.618	120-126
1.618	120-036
1.000	119-300
0.618	119-266
HIGH	119-210
0.618	119-176
0.500	119-165
0.382	119-154
LOW	119-120
0.618	119-064
1.000	119-030
1.618	118-294
2.618	118-204
4.250	118-058

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	119-188	119-305
PP	119-177	119-270
S1	119-165	119-235

Download as Excel Spreadsheet

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

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