ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	119-120	119-160	0-040	0.1%	119-060
High	119-140	119-160	0-020	0.1%	121-010
Low	119-100	119-020	-0-080	-0.2%	119-040
Close	119-130	119-050	-0-080	-0.2%	119-150
Range	0-040	0-140	0-100	250.0%	1-290
ATR	0-112	0-114	0-002	1.8%	0-000
Volume	1,987	1,643	-344	-17.3%	9,397

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-177	120-093	119-127
R3	120-037	119-273	119-088
R2	119-217	119-217	119-076
R1	119-133	119-133	119-063	119-105
PP	119-077	119-077	119-077	119-062
S1	118-313	118-313	119-037	118-285
S2	118-257	118-257	119-024
S3	118-117	118-173	119-012
S4	117-297	118-033	118-293

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	119-220	119-020	0-200	0.5%	0-080	0.2%	15%	False	True	2,955
10	121-010	118-140	2-190	2.2%	0-115	0.3%	28%	False	False	2,227
20	121-010	117-100	3-230	3.1%	0-070	0.2%	50%	False	False	1,196
40	121-010	117-000	4-010	3.4%	0-035	0.1%	53%	False	False	615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-115
2.618	120-207
1.618	120-067
1.000	119-300
0.618	119-247
HIGH	119-160
0.618	119-107
0.500	119-090
0.382	119-073
LOW	119-020
0.618	118-253
1.000	118-200
1.618	118-113
2.618	117-293
4.250	117-065

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	119-090	119-120
PP	119-077	119-097
S1	119-063	119-073

Download as Excel Spreadsheet

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

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