ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	119-160	119-130	-0-030	-0.1%	119-160
High	119-160	119-130	-0-030	-0.1%	119-220
Low	119-020	119-050	0-030	0.1%	119-020
Close	119-050	119-060	0-010	0.0%	119-060
Range	0-140	0-080	-0-060	-42.9%	0-200
ATR	0-114	0-112	-0-002	-2.1%	0-000
Volume	1,643	847	-796	-48.4%	11,438

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-000	119-270	119-104
R3	119-240	119-190	119-082
R2	119-160	119-160	119-075
R1	119-110	119-110	119-067	119-095
PP	119-080	119-080	119-080	119-072
S1	119-030	119-030	119-053	119-015
S2	119-000	119-000	119-045
S3	118-240	118-270	119-038
S4	118-160	118-190	119-016

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-060	120-260	119-170
R3	120-180	120-060	119-115
R2	119-300	119-300	119-097
R1	119-180	119-180	119-078	119-140
PP	119-100	119-100	119-100	119-080
S1	118-300	118-300	119-042	118-260
S2	118-220	118-220	119-023
S3	118-020	118-100	119-005
S4	117-140	117-220	118-270

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%	0-084	0.2%	20%	False	False	2,287
10	121-010	119-020	1-310	1.7%	0-114	0.3%	6%	False	False	2,083
20	121-010	117-130	3-200	3.0%	0-074	0.2%	49%	False	False	1,236
40	121-010	117-000	4-010	3.4%	0-037	0.1%	54%	False	False	635

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

Fibonacci Retracements and Extensions
4.250	120-150
2.618	120-019
1.618	119-259
1.000	119-210
0.618	119-179
HIGH	119-130
0.618	119-099
0.500	119-090
0.382	119-081
LOW	119-050
0.618	119-001
1.000	118-290
1.618	118-241
2.618	118-161
4.250	118-030

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	119-090	119-090
PP	119-080	119-080
S1	119-070	119-070

Download as Excel Spreadsheet

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

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