ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	118-312	119-045	0-053	0.1%	118-260
High	119-052	119-095	0-043	0.1%	119-000
Low	118-282	119-032	0-070	0.2%	118-180
Close	119-047	119-092	0-045	0.1%	118-290
Range	0-090	0-063	-0-027	-30.0%	0-140
ATR	0-091	0-089	-0-002	-2.2%	0-000
Volume	1,184,345	817,744	-366,601	-31.0%	328,662

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-262	119-240	119-127
R3	119-199	119-177	119-109
R2	119-136	119-136	119-104
R1	119-114	119-114	119-098	119-125
PP	119-073	119-073	119-073	119-078
S1	119-051	119-051	119-086	119-062
S2	119-010	119-010	119-080
S3	118-267	118-308	119-075
S4	118-204	118-245	119-057

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-043	119-307	119-047
R3	119-223	119-167	119-008
R2	119-083	119-083	118-316
R1	119-027	119-027	118-303	119-055
PP	118-263	118-263	118-263	118-278
S1	118-207	118-207	118-277	118-235
S2	118-123	118-123	118-264
S3	117-303	118-067	118-252
S4	117-163	117-247	118-213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-095	118-210	0-205	0.5%	0-081	0.2%	99%	True	False	503,472
10	119-095	118-150	0-265	0.7%	0-082	0.2%	99%	True	False	257,960
20	119-095	118-090	1-005	0.9%	0-081	0.2%	99%	True	False	131,052
40	121-010	117-200	3-130	2.9%	0-085	0.2%	49%	False	False	66,268
60	121-010	117-000	4-010	3.4%	0-057	0.1%	57%	False	False	44,190
80	121-010	117-000	4-010	3.4%	0-043	0.1%	57%	False	False	33,151

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-043
2.618	119-260
1.618	119-197
1.000	119-158
0.618	119-134
HIGH	119-095
0.618	119-071
0.500	119-064
0.382	119-056
LOW	119-032
0.618	118-313
1.000	118-289
1.618	118-250
2.618	118-187
4.250	118-084

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	119-082	119-066
PP	119-073	119-039
S1	119-064	119-012

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

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